+28.0%
CNH vs LDOS
-24.0%
+52.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +4.0% |
| 7D | +23.3% | -5.4% | +28.7% | +23.5% |
| 30D | +33.5% | +4.9% | +28.6% | +32.5% |
| 3M | +32.7% | +7.2% | +25.5% | +31.9% |
| 6M | +22.2% | -24.2% | +46.4% | +21.9% |
| YTD | +57.7% | -25.8% | +83.5% | +55.2% |
| 1Y | +28.0% | -24.7% | +52.7% | +24.8% |
| All | +28.0% | -24.0% | +52.0% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling