+165.3%
CNH vs LDOS
+278.0%
-112.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | +23.3% | -5.4% | +28.7% | +25.8% |
| 30D | +33.5% | +4.9% | +28.6% | +30.2% |
| 3M | +32.7% | +7.2% | +25.5% | +27.8% |
| 6M | +22.2% | -24.2% | +46.4% | +35.3% |
| YTD | +57.7% | -25.8% | +83.5% | +73.8% |
| 1Y | +28.0% | -24.7% | +52.7% | +39.6% |
| 3Y | +11.5% | +39.3% | -27.7% | -14.9% |
| 5Y | +11.9% | +43.3% | -31.4% | -18.0% |
| All | +165.3% | +278.0% | -112.7% | +23.9% |
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 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