+19.1%
CLX vs LDOS
+248.5%
-229.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +13.6% | -7.2% | +20.8% | +14.8% |
| 30D | +23.4% | +16.8% | +6.5% | +20.2% |
| 3M | -2.8% | -1.6% | -1.3% | -2.8% |
| 6M | +14.0% | -1.0% | +15.0% | +13.6% |
| YTD | +4.2% | -25.8% | +29.9% | +7.6% |
| 1Y | -1.2% | -31.1% | +29.9% | +3.3% |
| 3Y | -12.7% | +32.8% | -45.5% | -19.4% |
| 5Y | -26.5% | +49.4% | -75.9% | -34.0% |
| All | +19.1% | +248.5% | -229.3% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling