+74.9%
CB vs LDOS
+35.4%
+39.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.6% | -3.7% | +6.3% | +2.9% |
| 30D | +11.2% | +16.4% | -5.2% | +9.9% |
| 3M | +5.7% | +7.4% | -1.7% | +5.0% |
| 6M | +15.9% | -0.3% | +16.3% | +15.4% |
| YTD | +20.2% | -24.0% | +44.2% | +21.5% |
| 1Y | +32.4% | -29.6% | +62.0% | +35.0% |
| All | +74.9% | +35.4% | +39.5% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling