-33.6%
CMI vs LDOS
+4.8%
-38.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +1.6% |
| 7D | -1.8% | -1.3% | -0.5% | -2.1% |
| 30D | -12.2% | +10.1% | -22.3% | -10.8% |
| 3M | -26.5% | -4.7% | -21.9% | -27.3% |
| 6M | -33.6% | +5.6% | -39.2% | -28.2% |
| All | -33.6% | +4.8% | -38.4% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling