+17.2%
CME vs LDOS
-32.8%
+50.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | +2.7% | -3.5% | +6.1% | +3.3% |
| 30D | +13.5% | +9.5% | +3.9% | +11.5% |
| 3M | +20.9% | -6.3% | +27.2% | +21.6% |
| 6M | +11.5% | +2.8% | +8.7% | +9.2% |
| YTD | +19.5% | -26.6% | +46.1% | +22.2% |
| 1Y | +17.2% | -31.3% | +48.5% | +20.6% |
| All | +17.2% | -32.8% | +50.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling