+2,443.5%
CMI vs LDOS
+494.7%
+1,948.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | -0.7% | -5.4% | +4.7% | +1.7% |
| 30D | -13.4% | +4.9% | -18.3% | -15.5% |
| 3M | -17.0% | +7.2% | -24.2% | -20.8% |
| 6M | -1.6% | -24.2% | +22.6% | +9.1% |
| YTD | +11.0% | -25.8% | +36.8% | +23.0% |
| 1Y | +41.9% | -24.7% | +66.6% | +55.9% |
| 3Y | +151.8% | +39.3% | +112.5% | +98.8% |
| 5Y | +163.6% | +43.3% | +120.3% | +100.3% |
| 10Y | +472.9% | +278.6% | +194.3% | +144.1% |
| All | +2,443.5% | +494.7% | +1,948.7% | +655.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling