-35.3%
CLF vs LDOS
+509.1%
-544.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.1% | -12.3% | -12.3% |
| 7D | -21.0% | -3.7% | -17.3% | -19.2% |
| 30D | -8.0% | +16.4% | -24.4% | -17.2% |
| 3M | -10.9% | +7.4% | -18.3% | -16.7% |
| 6M | +5.8% | -0.3% | +6.2% | +3.5% |
| YTD | -15.1% | -24.0% | +8.9% | -4.1% |
| 1Y | +7.2% | -29.6% | +36.8% | +27.5% |
| 3Y | -34.2% | +35.1% | -69.3% | -53.4% |
| 5Y | -49.6% | +52.9% | -102.5% | -68.2% |
| 10Y | +109.9% | +262.2% | -152.3% | -33.5% |
| All | -35.3% | +509.1% | -544.4% | -87.6% |
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