-5.1%
CNC vs LDOS
+48.3%
-53.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +2.2% | -1.6% | +3.8% | +2.5% |
| 30D | +1.6% | +8.2% | -6.7% | +0.1% |
| 3M | +7.9% | -8.2% | +16.1% | +9.3% |
| 6M | +21.2% | +5.8% | +15.4% | +19.4% |
| YTD | +73.2% | -27.0% | +100.2% | +83.4% |
| 1Y | +97.5% | -31.0% | +128.5% | +111.5% |
| 3Y | -1.2% | +29.3% | -30.5% | -11.1% |
| All | -5.1% | +48.3% | -53.4% | -14.6% |
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