-13.4%
CLX vs LDOS
+35.2%
-48.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.6% |
| 7D | +14.2% | -2.8% | +17.0% | +14.4% |
| 30D | +22.7% | +13.6% | +9.1% | +20.6% |
| 3M | -2.8% | +4.2% | -7.0% | -3.4% |
| 6M | +17.7% | -8.2% | +25.9% | +16.9% |
| YTD | +3.3% | -24.1% | +27.4% | +3.2% |
| 1Y | -5.6% | -31.2% | +25.6% | -5.0% |
| All | -13.4% | +35.2% | -48.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling