-16.2%
CDNS vs LDOS
-24.0%
+7.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -14.0% | -5.4% | -8.6% | -13.0% |
| 30D | -13.2% | +4.9% | -18.1% | -14.3% |
| 3M | -28.9% | +7.2% | -36.1% | -30.0% |
| 6M | -4.2% | -24.2% | +20.1% | +5.5% |
| YTD | -6.4% | -25.8% | +19.4% | +2.0% |
| 1Y | -16.2% | -24.7% | +8.5% | -12.3% |
| All | -16.2% | -24.0% | +7.8% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling