+1,661.5%
CDNS vs LDOS
+509.1%
+1,152.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | -9.1% | -3.7% | -5.4% | -7.9% |
| 30D | -13.4% | +16.4% | -29.8% | -18.7% |
| 3M | -7.6% | +7.4% | -15.0% | -11.0% |
| 6M | -11.9% | -0.3% | -11.6% | -13.3% |
| YTD | -0.4% | -24.0% | +23.7% | +8.6% |
| 1Y | -4.9% | -29.6% | +24.6% | +6.8% |
| 3Y | +24.8% | +35.1% | -10.3% | +4.5% |
| 5Y | +75.0% | +52.9% | +22.1% | +35.6% |
| 10Y | +1,149.2% | +262.2% | +887.0% | +538.9% |
| All | +1,661.5% | +509.1% | +1,152.4% | +560.0% |
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 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