-54.9%
CDE vs LDOS
+494.7%
-549.7%
-96.8%
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% | +2.5% |
| 30D | +21.9% | +4.9% | +17.0% | +19.0% |
| 3M | +14.9% | +7.2% | +7.8% | +10.5% |
| 6M | -10.5% | -24.2% | +13.7% | -2.0% |
| YTD | +19.3% | -25.8% | +45.1% | +31.4% |
| 1Y | +50.8% | -24.7% | +75.5% | +64.4% |
| 3Y | +782.3% | +39.3% | +743.0% | +629.5% |
| 5Y | +191.7% | +43.3% | +148.4% | +135.0% |
| 10Y | +57.6% | +278.6% | -220.9% | -18.6% |
| All | -54.9% | +494.7% | -549.7% | -83.4% |
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