+732.7%
CLS vs LDOS
+32.3%
+700.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | -22.2% | -7.2% | -15.0% | -21.9% |
| 30D | -44.4% | +16.8% | -61.2% | -45.5% |
| 3M | -34.3% | -1.6% | -32.7% | -34.3% |
| 6M | -50.1% | -1.0% | -49.1% | -49.8% |
| YTD | -30.1% | -25.8% | -4.3% | -25.5% |
| 1Y | -39.3% | -31.1% | -8.3% | -33.8% |
| 3Y | +732.7% | +32.8% | +699.9% | +618.7% |
| All | +732.7% | +32.3% | +700.5% | +618.7% |
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 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