-1.3%
CMI vs LDOS
-31.1%
+29.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +1.9% |
| 7D | -1.8% | -1.3% | -0.5% | -1.9% |
| 30D | -12.2% | +10.1% | -22.3% | -11.9% |
| 3M | -26.5% | -4.7% | -21.9% | -26.7% |
| 6M | -33.6% | +5.6% | -39.2% | -32.0% |
| YTD | -8.3% | -25.1% | +16.8% | -3.6% |
| 1Y | -1.3% | -31.7% | +30.4% | +9.8% |
| All | -1.3% | -31.1% | +29.8% | +9.8% |
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