+157.0%
CMI vs LDOS
+39.7%
+117.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | -0.7% | -5.4% | +4.7% | 0.0% |
| 30D | -13.4% | +4.9% | -18.3% | -14.1% |
| 3M | -17.0% | +7.2% | -24.2% | -17.6% |
| 6M | -1.6% | -24.2% | +22.6% | +5.1% |
| YTD | +11.0% | -25.8% | +36.8% | +18.6% |
| 1Y | +41.9% | -24.7% | +66.6% | +51.0% |
| All | +157.0% | +39.7% | +117.3% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling