+1,914.6%
CLS vs LDOS
+226.9%
+1,687.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.3% |
| 7D | +16.3% | -1.6% | +17.9% | +16.8% |
| 30D | -25.7% | +8.2% | -33.9% | -28.2% |
| 3M | -30.9% | -8.2% | -22.7% | -29.8% |
| 6M | -35.5% | +5.8% | -41.3% | -38.5% |
| YTD | -18.7% | -27.0% | +8.3% | -11.8% |
| 1Y | -17.9% | -31.0% | +13.1% | -8.6% |
| 3Y | +838.1% | +29.3% | +808.8% | +671.2% |
| 5Y | +1,971.9% | +48.7% | +1,923.2% | +1,453.9% |
| All | +1,914.6% | +226.9% | +1,687.7% | +1,145.0% |
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