+1,157.5%
CDNS vs LDOS
+248.5%
+909.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.6% |
| 7D | -2.4% | -7.2% | +4.8% | +0.1% |
| 30D | -10.2% | +16.8% | -27.0% | -15.4% |
| 3M | -5.5% | -1.6% | -3.9% | -5.6% |
| 6M | -9.9% | -1.0% | -8.9% | -10.8% |
| YTD | +2.3% | -25.8% | +28.1% | +12.3% |
| 1Y | -1.4% | -31.1% | +29.7% | +11.3% |
| 3Y | +28.1% | +32.8% | -4.7% | +8.4% |
| 5Y | +79.7% | +49.4% | +30.3% | +41.2% |
| All | +1,157.5% | +248.5% | +909.1% | +599.1% |
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