+785.3%
CI vs LDOS
+508.5%
+276.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.1% |
| 7D | +3.5% | -2.8% | +6.3% | +4.5% |
| 30D | +12.6% | +13.6% | -1.0% | +6.9% |
| 3M | +12.1% | +4.2% | +7.8% | +9.6% |
| 6M | +10.6% | -8.2% | +18.8% | +12.7% |
| YTD | +12.8% | -24.1% | +36.9% | +22.5% |
| 1Y | +18.0% | -31.2% | +49.2% | +33.3% |
| 3Y | +4.2% | +35.0% | -30.8% | -14.2% |
| 5Y | +57.2% | +52.6% | +4.6% | +20.1% |
| 10Y | +179.3% | +261.9% | -82.5% | +44.9% |
| All | +785.3% | +508.5% | +276.8% | +234.6% |
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 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