+112.0%
CMI vs LDOS
+49.1%
+62.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | -10.0% | -7.2% | -2.8% | -8.7% |
| 30D | -13.0% | +16.8% | -29.8% | -16.0% |
| 3M | -29.9% | -1.6% | -28.3% | -29.9% |
| 6M | -36.7% | -1.0% | -35.7% | -36.7% |
| YTD | -10.9% | -25.8% | +14.8% | -4.2% |
| 1Y | -1.3% | -31.1% | +29.8% | +8.6% |
| 3Y | +117.4% | +32.8% | +84.6% | +86.3% |
| All | +112.0% | +49.1% | +62.9% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling