+57.9%
CME vs LDOS
+39.7%
+18.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.6% | -5.4% | +3.8% | -1.0% |
| 30D | +6.2% | +4.9% | +1.3% | +5.6% |
| 3M | +10.4% | +7.2% | +3.2% | +9.0% |
| 6M | -9.5% | -24.2% | +14.7% | -7.8% |
| YTD | +6.0% | -25.8% | +31.8% | +8.1% |
| 1Y | +9.3% | -24.7% | +34.0% | +11.2% |
| All | +57.9% | +39.7% | +18.2% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling