+41.1%
CLS vs LDOS
-24.0%
+65.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +4.6% | -5.4% | +10.0% | +4.3% |
| 30D | -13.9% | +4.9% | -18.8% | -13.7% |
| 3M | -26.6% | +7.2% | -33.8% | -25.5% |
| 6M | +15.4% | -24.2% | +39.7% | +18.2% |
| YTD | +5.7% | -25.8% | +31.5% | +8.5% |
| 1Y | +41.1% | -24.7% | +65.8% | +52.5% |
| All | +41.1% | -24.0% | +65.2% | +52.5% |
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