+7.2%
CLF vs LDOS
-31.3%
+38.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.1% | -12.3% | -12.2% |
| 7D | -21.0% | -3.7% | -17.3% | -20.6% |
| 30D | -8.0% | +16.4% | -24.4% | -10.1% |
| 3M | -10.9% | +7.4% | -18.3% | -12.6% |
| 6M | +5.8% | -0.3% | +6.2% | +0.5% |
| YTD | -15.1% | -24.0% | +8.9% | -21.8% |
| 1Y | +7.2% | -29.6% | +36.8% | +1.3% |
| All | +7.2% | -31.3% | +38.5% | +1.3% |
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