+112.0%
CF vs LDOS
+52.4%
+59.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.5% |
| 7D | -6.9% | -2.8% | -4.1% | -6.4% |
| 30D | -3.7% | +13.6% | -17.3% | -5.9% |
| 3M | -5.0% | +4.2% | -9.2% | -6.0% |
| 6M | -10.5% | -8.2% | -2.3% | -9.2% |
| YTD | +46.5% | -24.1% | +70.6% | +54.1% |
| 1Y | +34.8% | -31.2% | +66.0% | +45.0% |
| 3Y | +46.7% | +35.0% | +11.7% | +24.6% |
| 5Y | +112.0% | +52.6% | +59.4% | +70.7% |
| All | +112.0% | +52.4% | +59.6% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling