+1,751.5%
CLS vs LDOS
+262.7%
+1,488.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.5% | +7.1% |
| 7D | -10.6% | -5.8% | -4.7% | -9.0% |
| 30D | -38.4% | +11.6% | -50.0% | -41.0% |
| 3M | -29.9% | -1.0% | -28.9% | -30.5% |
| 6M | -40.6% | +5.1% | -45.7% | -43.0% |
| YTD | -24.6% | -24.0% | -0.5% | -19.1% |
| 1Y | -30.8% | -30.3% | -0.5% | -22.9% |
| 3Y | +811.7% | +37.0% | +774.8% | +635.7% |
| 5Y | +1,838.4% | +53.4% | +1,785.1% | +1,344.5% |
| 10Y | +1,751.5% | +252.0% | +1,499.5% | +1,031.0% |
| All | +1,751.5% | +262.7% | +1,488.8% | +1,031.0% |
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