+73.4%
CL vs LDOS
+248.5%
-175.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.7% |
| 7D | +1.3% | -7.2% | +8.5% | +2.9% |
| 30D | +11.4% | +16.8% | -5.5% | +7.7% |
| 3M | +4.4% | -1.6% | +6.0% | +4.5% |
| 6M | +10.8% | -1.0% | +11.8% | +10.4% |
| YTD | +25.1% | -25.8% | +50.9% | +31.5% |
| 1Y | +28.0% | -31.1% | +59.0% | +36.8% |
| 3Y | +37.6% | +32.8% | +4.8% | +21.5% |
| 5Y | +39.7% | +49.4% | -9.7% | +17.7% |
| All | +73.4% | +248.5% | -175.1% | +39.9% |
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