+99.7%
CLF vs LDOS
+248.5%
-148.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.9% |
| 7D | -19.6% | -7.2% | -12.4% | -16.5% |
| 30D | -5.0% | +16.8% | -21.8% | -13.4% |
| 3M | -6.3% | -1.6% | -4.7% | -6.8% |
| 6M | +2.8% | -1.0% | +3.8% | +1.3% |
| YTD | -13.7% | -25.8% | +12.1% | -2.7% |
| 1Y | +13.6% | -31.1% | +44.7% | +34.0% |
| 3Y | -34.0% | +32.8% | -66.8% | -52.3% |
| 5Y | -48.7% | +49.4% | -98.1% | -66.7% |
| All | +99.7% | +248.5% | -148.8% | -35.7% |
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