-28.3%
CLF vs LDOS
+494.7%
-523.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +7.6% | -5.4% | +13.0% | +11.3% |
| 30D | -1.2% | +4.9% | -6.1% | -5.2% |
| 3M | -13.4% | +7.2% | -20.6% | -18.3% |
| 6M | +15.4% | -24.2% | +39.7% | +35.2% |
| YTD | -5.9% | -25.8% | +19.9% | +9.2% |
| 1Y | +18.8% | -24.7% | +43.5% | +35.5% |
| 3Y | -19.4% | +39.3% | -58.7% | -43.9% |
| 5Y | -47.7% | +43.3% | -91.0% | -65.3% |
| 10Y | +130.4% | +278.6% | -148.2% | -28.7% |
| All | -28.3% | +494.7% | -523.0% | -85.9% |
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