+1,628.1%
CLS vs LDOS
+248.5%
+1,379.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | -22.2% | -7.2% | -15.0% | -20.5% |
| 30D | -44.4% | +16.8% | -61.2% | -47.6% |
| 3M | -34.3% | -1.6% | -32.7% | -34.8% |
| 6M | -50.1% | -1.0% | -49.1% | -51.0% |
| YTD | -30.1% | -25.8% | -4.3% | -24.5% |
| 1Y | -39.3% | -31.1% | -8.3% | -32.3% |
| 3Y | +732.7% | +32.8% | +699.9% | +579.6% |
| 5Y | +1,777.2% | +49.4% | +1,727.8% | +1,312.2% |
| All | +1,628.1% | +248.5% | +1,379.6% | +1,012.7% |
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