+73.0%
CF vs LDOS
+39.7%
+33.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.3% |
| 7D | +6.0% | -5.4% | +11.4% | +6.4% |
| 30D | +14.8% | +4.9% | +10.0% | +14.2% |
| 3M | +14.1% | +7.2% | +6.9% | +13.1% |
| 6M | +28.5% | -24.2% | +52.8% | +32.2% |
| YTD | +74.9% | -25.8% | +100.7% | +79.7% |
| 1Y | +61.7% | -24.7% | +86.4% | +66.0% |
| All | +73.0% | +39.7% | +33.3% | +68.2% |
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