+522.0%
CDE vs LDOS
+32.3%
+489.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.1% |
| 7D | +18.1% | -7.2% | +25.3% | +19.5% |
| 30D | -6.2% | +16.8% | -23.1% | -9.2% |
| 3M | -1.2% | -1.6% | +0.4% | -1.2% |
| 6M | -17.4% | -1.0% | -16.4% | -17.6% |
| YTD | -13.1% | -25.8% | +12.6% | -6.6% |
| 1Y | +7.3% | -31.1% | +38.3% | +17.2% |
| 3Y | +522.0% | +32.8% | +489.2% | +472.6% |
| All | +522.0% | +32.3% | +489.7% | +472.6% |
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 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