+1,166.2%
CDNS vs LDOS
+226.9%
+939.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +1.0% | -1.6% | +2.6% | +1.6% |
| 30D | -2.0% | +8.2% | -10.2% | -5.0% |
| 3M | -0.2% | -8.2% | +7.9% | +2.3% |
| 6M | -8.9% | +5.8% | -14.7% | -12.2% |
| YTD | +3.3% | -27.0% | +30.3% | +14.1% |
| 1Y | +2.2% | -31.0% | +33.2% | +15.4% |
| 3Y | +22.4% | +29.3% | -6.9% | +4.5% |
| 5Y | +78.0% | +48.7% | +29.3% | +39.7% |
| All | +1,166.2% | +226.9% | +939.3% | +575.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling