-26.7%
CLX vs LDOS
+52.0%
-78.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +12.4% | -3.7% | +16.1% | +12.9% |
| 30D | +21.1% | +16.4% | +4.7% | +18.2% |
| 3M | -3.3% | +7.4% | -10.7% | -4.6% |
| 6M | +18.8% | -0.3% | +19.2% | +17.9% |
| YTD | +3.9% | -24.0% | +27.9% | +6.0% |
| 1Y | -3.8% | -29.6% | +25.8% | -0.8% |
| 3Y | -10.5% | +35.1% | -45.6% | -19.6% |
| 5Y | -26.7% | +52.9% | -79.6% | -34.8% |
| All | -26.7% | +52.0% | -78.6% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling