+54.5%
CI vs LDOS
+52.0%
+2.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.0% | -3.7% | +4.7% | +1.8% |
| 30D | +9.9% | +16.4% | -6.5% | +6.2% |
| 3M | +12.1% | +7.4% | +4.7% | +10.0% |
| 6M | +10.6% | -0.3% | +10.9% | +10.1% |
| YTD | +11.4% | -24.0% | +35.4% | +17.2% |
| 1Y | +18.8% | -29.6% | +48.3% | +27.4% |
| 3Y | +2.9% | +35.1% | -32.3% | -11.5% |
| 5Y | +54.5% | +52.9% | +1.6% | +31.3% |
| All | +54.5% | +52.0% | +2.6% | +31.3% |
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