+112.4%
CNH vs LDOS
+248.5%
-136.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.6% |
| 7D | -1.7% | -7.2% | +5.5% | +1.0% |
| 30D | -7.2% | +16.8% | -24.1% | -13.1% |
| 3M | +6.5% | -1.6% | +8.1% | +6.2% |
| 6M | +7.9% | -1.0% | +8.8% | +6.6% |
| YTD | +26.6% | -25.8% | +52.4% | +38.8% |
| 1Y | +13.8% | -31.1% | +44.8% | +28.9% |
| 3Y | +9.2% | +32.8% | -23.6% | -15.1% |
| 5Y | -15.6% | +49.4% | -65.0% | -40.0% |
| All | +112.4% | +248.5% | -136.1% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling