+165.7%
CI vs LDOS
+256.7%
-91.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.0% | -3.7% | +4.7% | +2.3% |
| 30D | +9.9% | +16.4% | -6.5% | +3.8% |
| 3M | +12.1% | +7.4% | +4.7% | +8.6% |
| 6M | +10.6% | -0.3% | +10.9% | +9.5% |
| YTD | +11.4% | -24.0% | +35.4% | +20.6% |
| 1Y | +18.8% | -29.6% | +48.3% | +32.5% |
| 3Y | +2.9% | +35.1% | -32.3% | -16.4% |
| 5Y | +54.5% | +52.9% | +1.6% | +15.8% |
| All | +165.7% | +256.7% | -91.0% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling