+28.1%
CDNS vs LDOS
+32.3%
-4.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.3% |
| 7D | -2.4% | -7.2% | +4.8% | -0.7% |
| 30D | -10.2% | +16.8% | -27.0% | -13.8% |
| 3M | -5.5% | -1.6% | -3.9% | -5.4% |
| 6M | -9.9% | -1.0% | -8.9% | -10.0% |
| YTD | +2.3% | -25.8% | +28.1% | +11.2% |
| 1Y | -1.4% | -31.1% | +29.7% | +9.7% |
| 3Y | +28.1% | +32.8% | -4.7% | +37.3% |
| All | +28.1% | +32.3% | -4.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling