+1,032.7%
CDNS vs LDOS
+278.0%
+754.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | -14.0% | -5.4% | -8.6% | -12.2% |
| 30D | -13.2% | +4.9% | -18.1% | -14.9% |
| 3M | -28.9% | +7.2% | -36.1% | -31.3% |
| 6M | -4.2% | -24.2% | +20.1% | +5.6% |
| YTD | -6.4% | -25.8% | +19.4% | +3.3% |
| 1Y | -16.2% | -24.7% | +8.5% | -8.2% |
| 3Y | +20.2% | +39.3% | -19.1% | +0.3% |
| 5Y | +76.6% | +43.3% | +33.3% | +42.2% |
| All | +1,032.7% | +278.0% | +754.7% | +501.1% |
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