+121.7%
CMS vs LDOS
+248.5%
-126.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -1.3% | -7.2% | +5.9% | +0.4% |
| 30D | +6.3% | +16.8% | -10.5% | +2.4% |
| 3M | -2.1% | -1.6% | -0.5% | -2.0% |
| 6M | -5.1% | -1.0% | -4.1% | -5.6% |
| YTD | +1.3% | -25.8% | +27.0% | +7.3% |
| 1Y | -1.4% | -31.1% | +29.7% | +6.6% |
| 3Y | +36.9% | +32.8% | +4.1% | +19.0% |
| 5Y | +32.5% | +49.4% | -16.8% | +9.2% |
| All | +121.7% | +248.5% | -126.8% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling