+503.8%
CMI vs LDOS
+260.1%
+243.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.1% |
| 7D | +1.9% | -7.1% | +9.0% | +4.4% |
| 30D | -12.5% | -6.1% | -6.5% | -10.8% |
| 3M | -16.2% | +5.6% | -21.8% | -18.7% |
| 6M | +4.9% | -26.9% | +31.8% | +16.2% |
| YTD | +11.1% | -27.9% | +39.1% | +22.8% |
| 1Y | +43.4% | -26.8% | +70.2% | +57.1% |
| 3Y | +154.1% | +39.6% | +114.5% | +106.5% |
| 5Y | +169.5% | +39.4% | +130.1% | +114.7% |
| 10Y | +503.8% | +260.0% | +243.8% | +224.2% |
| All | +503.8% | +260.1% | +243.7% | +224.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling