+374.4%
CL vs LDOS
+494.7%
-120.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.2% | -5.4% | +3.2% | -1.0% |
| 30D | -4.8% | +4.9% | -9.7% | -6.0% |
| 3M | +4.9% | +7.2% | -2.3% | +2.9% |
| 6M | -5.7% | -24.2% | +18.5% | -0.4% |
| YTD | +14.4% | -25.8% | +40.2% | +20.6% |
| 1Y | +8.7% | -24.7% | +33.5% | +14.0% |
| 3Y | +30.0% | +39.3% | -9.3% | +15.3% |
| 5Y | +28.4% | +43.3% | -14.9% | +11.6% |
| 10Y | +50.1% | +278.6% | -228.5% | +1.7% |
| All | +374.4% | +494.7% | -120.4% | +169.9% |
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 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