+430.8%
CL vs LDOS
+508.5%
-77.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.1% |
| 7D | +7.7% | -2.8% | +10.5% | +8.4% |
| 30D | +15.2% | +13.6% | +1.7% | +12.0% |
| 3M | +7.3% | +4.2% | +3.1% | +6.0% |
| 6M | +17.0% | -8.2% | +25.2% | +18.4% |
| YTD | +28.0% | -24.1% | +52.1% | +34.1% |
| 1Y | +32.1% | -31.2% | +63.3% | +41.5% |
| 3Y | +41.5% | +35.0% | +6.5% | +26.6% |
| 5Y | +43.9% | +52.6% | -8.7% | +23.2% |
| 10Y | +79.8% | +261.9% | -182.1% | +23.0% |
| All | +430.8% | +508.5% | -77.7% | +200.0% |
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