+2,623.2%
CLS vs LDOS
+494.7%
+2,128.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +4.6% | -5.4% | +10.0% | +6.9% |
| 30D | -13.9% | +4.9% | -18.8% | -16.2% |
| 3M | -26.6% | +7.2% | -33.8% | -29.6% |
| 6M | +15.4% | -24.2% | +39.7% | +26.8% |
| YTD | +5.7% | -25.8% | +31.5% | +15.7% |
| 1Y | +41.1% | -24.7% | +65.8% | +53.1% |
| 3Y | +1,228.6% | +39.3% | +1,189.3% | +978.0% |
| 5Y | +3,240.6% | +43.3% | +3,197.3% | +2,505.2% |
| 10Y | +2,760.3% | +278.6% | +2,481.8% | +1,328.9% |
| All | +2,623.2% | +494.7% | +2,128.4% | +914.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling