+71.0%
CME vs LDOS
+49.1%
+21.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +0.9% | -7.2% | +8.1% | +2.1% |
| 30D | +13.2% | +16.8% | -3.7% | +10.4% |
| 3M | +16.3% | -1.6% | +17.9% | +16.3% |
| 6M | +7.1% | -1.0% | +8.1% | +6.6% |
| YTD | +15.8% | -25.8% | +41.6% | +19.8% |
| 1Y | +17.1% | -31.1% | +48.2% | +22.3% |
| 3Y | +63.2% | +32.8% | +30.4% | +47.9% |
| All | +71.0% | +49.1% | +21.9% | +53.1% |
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 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