+776.0%
CMS vs LDOS
+509.1%
+267.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.7% | -3.7% | +5.4% | +2.6% |
| 30D | +8.6% | +16.4% | -7.8% | +4.4% |
| 3M | -0.5% | +7.4% | -7.9% | -2.6% |
| 6M | -4.2% | -0.3% | -3.8% | -4.9% |
| YTD | +3.4% | -24.0% | +27.5% | +9.1% |
| 1Y | +0.4% | -29.6% | +30.0% | +8.0% |
| 3Y | +38.2% | +35.1% | +3.1% | +21.5% |
| 5Y | +35.4% | +52.9% | -17.5% | +13.3% |
| 10Y | +131.7% | +262.2% | -130.5% | +50.7% |
| All | +776.0% | +509.1% | +267.0% | +358.0% |
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