+76.6%
CB vs LDOS
+39.7%
+36.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +0.5% | -5.4% | +5.9% | +0.9% |
| 30D | -3.1% | +4.9% | -8.0% | -3.5% |
| 3M | +9.0% | +7.2% | +1.8% | +8.0% |
| 6M | +2.9% | -24.2% | +27.1% | +4.5% |
| YTD | +10.1% | -25.8% | +35.9% | +11.8% |
| 1Y | +22.8% | -24.7% | +47.5% | +24.4% |
| All | +76.6% | +39.7% | +36.9% | +62.7% |
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