+385.1%
CBOE vs LDOS
+260.1%
+124.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.0% |
| 7D | -4.6% | -7.1% | +2.5% | -2.9% |
| 30D | +2.6% | -6.1% | +8.7% | +4.0% |
| 3M | +4.9% | +5.6% | -0.7% | +2.9% |
| 6M | -2.2% | -26.9% | +24.8% | +4.9% |
| YTD | +17.7% | -27.9% | +45.7% | +25.9% |
| 1Y | +26.1% | -26.8% | +52.9% | +33.9% |
| 3Y | +97.1% | +39.6% | +57.5% | +67.1% |
| 5Y | +149.2% | +39.4% | +109.8% | +107.7% |
| 10Y | +385.1% | +260.0% | +125.1% | +211.6% |
| All | +385.1% | +260.1% | +124.9% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling