+865.8%
CB vs LDOS
+508.5%
+357.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +5.3% | -2.8% | +8.1% | +6.2% |
| 30D | +13.2% | +13.6% | -0.4% | +8.2% |
| 3M | +7.8% | +4.2% | +3.5% | +5.6% |
| 6M | +15.8% | -8.2% | +24.0% | +17.7% |
| YTD | +21.0% | -24.1% | +45.1% | +29.8% |
| 1Y | +32.2% | -31.2% | +63.4% | +46.8% |
| 3Y | +76.7% | +35.0% | +41.7% | +47.5% |
| 5Y | +110.4% | +52.6% | +57.7% | +64.1% |
| 10Y | +261.0% | +261.9% | -0.9% | +98.8% |
| All | +865.8% | +508.5% | +357.3% | +299.6% |
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