+116.3%
CBOE vs LDOS
+30.5%
+85.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +6.3% | -1.6% | +7.9% | +6.4% |
| 30D | +24.9% | +8.2% | +16.7% | +24.3% |
| 3M | +28.5% | -8.2% | +36.6% | +28.7% |
| 6M | +2.9% | +5.8% | -3.0% | +1.9% |
| YTD | +50.7% | -27.0% | +77.6% | +51.1% |
| 1Y | +45.5% | -31.0% | +76.5% | +46.1% |
| 3Y | +116.3% | +29.3% | +87.1% | +99.3% |
| All | +116.3% | +30.5% | +85.9% | +99.3% |
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