+31.4%
CL vs LDOS
-31.3%
+62.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +5.9% | -3.7% | +9.6% | +6.3% |
| 30D | +13.8% | +16.4% | -2.6% | +12.8% |
| 3M | +6.4% | +7.4% | -1.0% | +5.9% |
| 6M | +15.6% | -0.3% | +16.0% | +13.6% |
| YTD | +27.9% | -24.0% | +51.9% | +23.3% |
| 1Y | +31.4% | -29.6% | +61.0% | +27.8% |
| All | +31.4% | -31.3% | +62.7% | +27.8% |
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