+71.0%
CME vs LDOS
+52.0%
+19.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.7% | -3.7% | +7.3% | +4.2% |
| 30D | +13.7% | +16.4% | -2.7% | +11.0% |
| 3M | +16.6% | +7.4% | +9.2% | +15.1% |
| 6M | +8.2% | -0.3% | +8.5% | +7.5% |
| YTD | +16.3% | -24.0% | +40.4% | +19.8% |
| 1Y | +19.1% | -29.6% | +48.7% | +24.0% |
| 3Y | +67.4% | +35.1% | +32.2% | +51.4% |
| 5Y | +71.0% | +52.9% | +18.1% | +51.6% |
| All | +71.0% | +52.0% | +19.0% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling