+1,555.5%
CDNS vs LDOS
+494.7%
+1,060.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | -14.0% | -5.4% | -8.6% | -12.1% |
| 30D | -13.2% | +4.9% | -18.1% | -15.0% |
| 3M | -28.9% | +7.2% | -36.1% | -31.5% |
| 6M | -4.2% | -24.2% | +20.1% | +5.9% |
| YTD | -6.4% | -25.8% | +19.4% | +3.7% |
| 1Y | -16.2% | -24.7% | +8.5% | -7.9% |
| 3Y | +20.2% | +39.3% | -19.1% | -0.2% |
| 5Y | +76.6% | +43.3% | +33.3% | +41.3% |
| 10Y | +1,029.7% | +278.6% | +751.1% | +469.1% |
| All | +1,555.5% | +494.7% | +1,060.8% | +530.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling