-4.7%
CLX vs LDOS
+278.0%
-282.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -9.2% | -5.4% | -3.8% | -8.5% |
| 30D | -11.0% | +4.9% | -15.9% | -11.7% |
| 3M | +5.0% | +7.2% | -2.1% | +3.7% |
| 6M | -18.8% | -24.2% | +5.4% | -15.8% |
| YTD | -4.4% | -25.8% | +21.4% | -1.0% |
| 1Y | -21.9% | -24.7% | +2.9% | -19.4% |
| 3Y | -32.8% | +39.3% | -72.0% | -38.3% |
| 5Y | -34.6% | +43.3% | -77.9% | -40.8% |
| All | -4.7% | +278.0% | -282.7% | -28.2% |
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