+5,180.1%
CF vs LDOS
+494.7%
+4,685.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.5% |
| 7D | +6.0% | -5.4% | +11.4% | +8.5% |
| 30D | +14.8% | +4.9% | +10.0% | +11.9% |
| 3M | +14.1% | +7.2% | +6.9% | +9.1% |
| 6M | +28.5% | -24.2% | +52.8% | +42.9% |
| YTD | +74.9% | -25.8% | +100.7% | +94.4% |
| 1Y | +61.7% | -24.7% | +86.4% | +77.8% |
| 3Y | +80.3% | +39.3% | +41.0% | +40.1% |
| 5Y | +226.0% | +43.3% | +182.7% | +143.7% |
| 10Y | +569.9% | +278.6% | +291.3% | +199.6% |
| All | +5,180.1% | +494.7% | +4,685.3% | +1,593.8% |
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