+1,692.9%
CLS vs LDOS
+509.1%
+1,183.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +0.1% | -13.1% | -13.1% |
| 7D | -27.3% | -3.7% | -23.6% | -26.5% |
| 30D | -47.0% | +16.4% | -63.4% | -50.5% |
| 3M | -43.3% | +7.4% | -50.7% | -46.1% |
| 6M | -50.8% | -0.3% | -50.4% | -52.1% |
| YTD | -30.4% | -24.0% | -6.4% | -25.6% |
| 1Y | -41.7% | -29.6% | -12.1% | -35.4% |
| 3Y | +701.4% | +35.1% | +666.3% | +551.4% |
| 5Y | +1,767.8% | +52.9% | +1,714.8% | +1,299.5% |
| 10Y | +1,636.8% | +262.2% | +1,374.6% | +776.5% |
| All | +1,692.9% | +509.1% | +1,183.8% | +552.8% |
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