+24.7%
CDNS vs LDOS
+35.4%
-10.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -9.1% | -3.7% | -5.4% | -8.4% |
| 30D | -13.4% | +16.4% | -29.8% | -16.7% |
| 3M | -7.6% | +7.4% | -15.0% | -9.7% |
| 6M | -11.9% | -0.3% | -11.6% | -12.1% |
| YTD | -0.4% | -24.0% | +23.7% | +7.7% |
| 1Y | -4.9% | -29.6% | +24.6% | +5.3% |
| All | +24.7% | +35.4% | -10.7% | +33.0% |
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 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