+28.4%
CLX vs LDOS
+249.8%
-221.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +13.6% | +1.9% | +11.8% | +13.3% |
| 30D | +29.1% | +12.8% | +16.3% | +26.5% |
| 3M | +1.6% | -1.0% | +2.6% | +1.5% |
| 6M | +18.7% | +6.2% | +12.5% | +17.1% |
| YTD | +11.1% | -23.2% | +34.3% | +14.2% |
| 1Y | +7.0% | -29.5% | +36.5% | +11.5% |
| 3Y | -10.0% | +37.1% | -47.1% | -17.4% |
| 5Y | -22.6% | +55.6% | -78.3% | -31.1% |
| All | +28.4% | +249.8% | -221.4% | -2.2% |
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