+124.0%
CNH vs LDOS
+262.7%
-138.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +10.0% |
| 7D | +8.6% | -5.8% | +14.4% | +11.0% |
| 30D | +12.6% | +11.6% | +1.0% | +7.7% |
| 3M | +17.5% | -1.0% | +18.5% | +16.9% |
| 6M | +18.1% | +5.1% | +13.0% | +14.1% |
| YTD | +40.4% | -24.0% | +64.4% | +52.7% |
| 1Y | +34.0% | -30.3% | +64.3% | +51.4% |
| 3Y | +35.3% | +37.0% | -1.7% | +3.9% |
| 5Y | -5.1% | +53.4% | -58.4% | -33.1% |
| 10Y | +124.0% | +252.0% | -127.9% | +5.6% |
| All | +124.0% | +262.7% | -138.6% | +5.6% |
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 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