-100.0%
VIVK vs LDOS
+488.6%
-588.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.5% | -12.8% | -12.5% |
| 7D | -1.4% | -5.4% | +4.0% | +0.4% |
| 30D | -43.6% | +4.9% | -48.5% | -44.8% |
| 3M | -95.1% | +7.2% | -102.3% | -95.3% |
| 6M | -98.2% | -24.2% | -73.9% | -98.0% |
| YTD | -97.9% | -25.8% | -72.1% | -97.7% |
| 1Y | -100.0% | -24.7% | -75.3% | -100.0% |
| 3Y | -100.0% | +39.3% | -139.3% | -100.0% |
| 5Y | -100.0% | +43.3% | -143.3% | -100.0% |
| 10Y | -100.0% | +278.6% | -378.6% | -100.0% |
| All | -100.0% | +488.6% | -588.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling