+182.3%
CLX vs LDOS
+508.5%
-326.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.6% |
| 7D | +14.2% | -2.8% | +17.0% | +14.7% |
| 30D | +22.7% | +13.6% | +9.1% | +19.8% |
| 3M | -2.8% | +4.2% | -7.0% | -3.7% |
| 6M | +17.7% | -8.2% | +25.9% | +18.8% |
| YTD | +3.3% | -24.1% | +27.4% | +7.2% |
| 1Y | -5.6% | -31.2% | +25.6% | -0.4% |
| 3Y | -11.0% | +35.0% | -46.0% | -18.2% |
| 5Y | -27.6% | +52.6% | -80.2% | -35.6% |
| 10Y | +19.2% | +261.9% | -242.6% | -13.3% |
| All | +182.3% | +508.5% | -326.2% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling