-5.9%
CNC vs LDOS
+49.1%
-55.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.6% |
| 7D | +1.9% | -7.2% | +9.1% | +3.1% |
| 30D | +7.3% | +16.8% | -9.5% | +4.3% |
| 3M | +8.6% | -1.6% | +10.2% | +8.7% |
| 6M | +26.0% | -1.0% | +27.0% | +26.0% |
| YTD | +69.5% | -25.8% | +95.2% | +78.9% |
| 1Y | +88.0% | -31.1% | +119.1% | +101.4% |
| 3Y | -2.9% | +32.8% | -35.7% | -13.0% |
| All | -5.9% | +49.1% | -55.0% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling