+11.7%
CMI vs LDOS
-27.6%
+39.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.7% |
| 7D | -11.2% | -2.8% | -8.4% | -11.3% |
| 30D | -9.8% | +13.6% | -23.4% | -9.4% |
| 3M | -25.5% | +4.2% | -29.8% | -25.3% |
| 6M | -27.7% | -8.2% | -19.5% | -24.7% |
| YTD | -6.6% | -24.1% | +17.5% | -1.4% |
| 1Y | +11.7% | -31.2% | +42.9% | +22.6% |
| All | +11.7% | -27.6% | +39.3% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling