+328.9%
CME vs LDOS
+248.5%
+80.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | +0.9% | -7.2% | +8.1% | +3.2% |
| 30D | +13.2% | +16.8% | -3.7% | +7.8% |
| 3M | +16.3% | -1.6% | +17.9% | +16.5% |
| 6M | +7.1% | -1.0% | +8.1% | +6.5% |
| YTD | +15.8% | -25.8% | +41.6% | +25.1% |
| 1Y | +17.1% | -31.1% | +48.2% | +29.4% |
| 3Y | +63.2% | +32.8% | +30.4% | +36.9% |
| 5Y | +70.2% | +49.4% | +20.8% | +32.5% |
| All | +328.9% | +248.5% | +80.4% | +133.3% |
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