+18.8%
CI vs LDOS
-31.3%
+50.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.0% | -3.7% | +4.7% | +1.4% |
| 30D | +9.9% | +16.4% | -6.5% | +8.0% |
| 3M | +12.1% | +7.4% | +4.7% | +11.0% |
| 6M | +10.6% | -0.3% | +10.9% | +10.1% |
| YTD | +11.4% | -24.0% | +35.4% | +10.9% |
| 1Y | +18.8% | -29.6% | +48.3% | +22.0% |
| All | +18.8% | -31.3% | +50.1% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling