+748.5%
CMS vs LDOS
+494.7%
+253.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.4% | -5.4% | +5.8% | +1.7% |
| 30D | -3.6% | +4.9% | -8.5% | -4.9% |
| 3M | -1.9% | +7.2% | -9.1% | -4.2% |
| 6M | -11.0% | -24.2% | +13.3% | -5.2% |
| YTD | +0.2% | -25.8% | +26.0% | +6.6% |
| 1Y | -1.3% | -24.7% | +23.4% | +4.3% |
| 3Y | +35.9% | +39.3% | -3.3% | +18.5% |
| 5Y | +23.1% | +43.3% | -20.2% | +4.9% |
| 10Y | +117.9% | +278.6% | -160.7% | +40.3% |
| All | +748.5% | +494.7% | +253.8% | +347.3% |
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