+454.8%
CME vs LDOS
+494.7%
-39.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.6% | -5.4% | +3.8% | +0.4% |
| 30D | +6.2% | +4.9% | +1.3% | +4.2% |
| 3M | +10.4% | +7.2% | +3.2% | +6.9% |
| 6M | -9.5% | -24.2% | +14.7% | -1.1% |
| YTD | +6.0% | -25.8% | +31.8% | +15.9% |
| 1Y | +9.3% | -24.7% | +34.0% | +18.3% |
| 3Y | +57.7% | +39.3% | +18.4% | +29.7% |
| 5Y | +77.7% | +43.3% | +34.4% | +41.0% |
| 10Y | +281.2% | +278.6% | +2.7% | +97.2% |
| All | +454.8% | +494.7% | -39.9% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling