+220.7%
CF vs LDOS
+43.9%
+176.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.3% |
| 7D | +6.0% | -5.4% | +11.4% | +7.0% |
| 30D | +14.8% | +4.9% | +10.0% | +13.5% |
| 3M | +14.1% | +7.2% | +6.9% | +12.0% |
| 6M | +28.5% | -24.2% | +52.8% | +35.9% |
| YTD | +74.9% | -25.8% | +100.7% | +84.9% |
| 1Y | +61.7% | -24.7% | +86.4% | +70.1% |
| 3Y | +80.3% | +39.3% | +41.0% | +51.2% |
| All | +220.7% | +43.9% | +176.9% | +159.6% |
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