-100.0%
VIVK vs LDOS
+48.3%
-148.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.0% | -7.3% |
| 7D | -57.7% | -1.6% | -56.1% | -57.5% |
| 30D | -87.3% | +8.2% | -95.5% | -87.8% |
| 3M | -98.9% | -8.2% | -90.7% | -98.9% |
| 6M | -100.0% | +5.8% | -105.8% | -100.0% |
| YTD | -100.0% | -27.0% | -73.0% | -100.0% |
| 1Y | -100.0% | -31.0% | -69.0% | -100.0% |
| 3Y | -100.0% | +29.3% | -129.3% | -100.0% |
| All | -100.0% | +48.3% | -148.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling