+161.2%
CLX vs LDOS
+494.7%
-333.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -9.2% | -5.4% | -3.8% | -8.3% |
| 30D | -11.0% | +4.9% | -15.9% | -11.9% |
| 3M | +5.0% | +7.2% | -2.1% | +3.6% |
| 6M | -18.8% | -24.2% | +5.4% | -15.2% |
| YTD | -4.4% | -25.8% | +21.4% | -0.2% |
| 1Y | -21.9% | -24.7% | +2.9% | -18.8% |
| 3Y | -32.8% | +39.3% | -72.0% | -38.5% |
| 5Y | -34.6% | +43.3% | -77.9% | -41.0% |
| 10Y | -4.7% | +278.6% | -283.3% | -31.3% |
| All | +161.2% | +494.7% | -333.6% | +63.4% |
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 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