+728.5%
CLS vs LDOS
+35.4%
+693.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +0.1% | -13.1% | -13.0% |
| 7D | -27.3% | -3.7% | -23.6% | -27.2% |
| 30D | -47.0% | +16.4% | -63.4% | -48.0% |
| 3M | -43.3% | +7.4% | -50.7% | -44.1% |
| 6M | -50.8% | -0.3% | -50.4% | -50.4% |
| YTD | -30.4% | -24.0% | -6.4% | -25.9% |
| 1Y | -41.7% | -29.6% | -12.1% | -36.3% |
| All | +728.5% | +35.4% | +693.1% | +614.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling