+779.1%
CB vs LDOS
+494.7%
+284.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +0.5% | -5.4% | +5.9% | +2.4% |
| 30D | -3.1% | +4.9% | -8.0% | -5.0% |
| 3M | +9.0% | +7.2% | +1.8% | +5.5% |
| 6M | +2.9% | -24.2% | +27.1% | +11.9% |
| YTD | +10.1% | -25.8% | +35.9% | +19.4% |
| 1Y | +22.8% | -24.7% | +47.5% | +32.1% |
| 3Y | +73.8% | +39.3% | +34.5% | +43.2% |
| 5Y | +99.2% | +43.3% | +55.9% | +59.3% |
| 10Y | +218.2% | +278.6% | -60.4% | +72.4% |
| All | +779.1% | +494.7% | +284.3% | +267.6% |
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