-2.3%
CMI vs LDOS
-30.4%
+28.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.8% |
| 7D | -6.8% | -5.8% | -1.0% | -7.1% |
| 30D | -10.9% | +11.6% | -22.4% | -10.5% |
| 3M | -27.3% | -1.0% | -26.3% | -27.3% |
| 6M | -30.9% | +5.1% | -35.9% | -29.0% |
| YTD | -7.7% | -24.0% | +16.4% | -2.9% |
| All | -2.3% | -30.4% | +28.1% | +6.4% |
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