+596.3%
CDE vs LDOS
+30.5%
+565.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -9.6% | -1.6% | -8.0% | -9.4% |
| 30D | -6.7% | +8.2% | -14.9% | -8.3% |
| 3M | -24.2% | -8.2% | -16.1% | -23.3% |
| 6M | -29.1% | +5.8% | -34.9% | -30.7% |
| YTD | -21.5% | -27.0% | +5.5% | -15.3% |
| 1Y | -7.4% | -31.0% | +23.6% | +1.3% |
| 3Y | +596.3% | +29.3% | +567.0% | +561.9% |
| All | +596.3% | +30.5% | +565.8% | +561.9% |
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