+714.4%
CI vs LDOS
+494.7%
+219.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +1.3% | -5.4% | +6.7% | +3.5% |
| 30D | +4.4% | +4.9% | -0.4% | +2.3% |
| 3M | +0.7% | +7.2% | -6.5% | -3.0% |
| 6M | +0.3% | -24.2% | +24.6% | +10.6% |
| YTD | +3.8% | -25.8% | +29.6% | +14.1% |
| 1Y | -5.5% | -24.7% | +19.2% | +3.0% |
| 3Y | +8.1% | +39.3% | -31.2% | -12.2% |
| 5Y | +42.8% | +43.3% | -0.5% | +12.3% |
| 10Y | +143.9% | +278.6% | -134.7% | +24.1% |
| All | +714.4% | +494.7% | +219.7% | +211.7% |
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