+19.1%
CME vs LDOS
-31.3%
+50.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.7% | -3.7% | +7.3% | +4.4% |
| 30D | +13.7% | +16.4% | -2.7% | +10.5% |
| 3M | +16.6% | +7.4% | +9.2% | +14.7% |
| 6M | +8.2% | -0.3% | +8.5% | +6.5% |
| YTD | +16.3% | -24.0% | +40.4% | +18.5% |
| 1Y | +19.1% | -29.6% | +48.7% | +22.5% |
| All | +19.1% | -31.3% | +50.4% | +22.5% |
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