-39.3%
CLS vs LDOS
-31.2%
-8.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | 0.0% |
| 7D | -22.2% | -7.2% | -15.0% | -23.2% |
| 30D | -44.4% | +16.8% | -61.2% | -43.5% |
| 3M | -34.3% | -1.6% | -32.7% | -33.9% |
| 6M | -50.1% | -1.0% | -49.1% | -48.6% |
| YTD | -30.1% | -25.8% | -4.3% | -28.4% |
| 1Y | -39.3% | -31.1% | -8.3% | -31.2% |
| All | -39.3% | -31.2% | -8.2% | -31.2% |
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