+508.8%
CME vs LDOS
+509.1%
-0.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.7% | -3.7% | +7.3% | +5.0% |
| 30D | +13.7% | +16.4% | -2.7% | +7.6% |
| 3M | +16.6% | +7.4% | +9.2% | +13.1% |
| 6M | +8.2% | -0.3% | +8.5% | +7.1% |
| YTD | +16.3% | -24.0% | +40.4% | +25.8% |
| 1Y | +19.1% | -29.6% | +48.7% | +32.3% |
| 3Y | +67.4% | +35.1% | +32.2% | +39.6% |
| 5Y | +71.0% | +52.9% | +18.1% | +32.1% |
| 10Y | +338.9% | +262.2% | +76.7% | +131.4% |
| All | +508.8% | +509.1% | -0.2% | +135.9% |
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