+137.3%
CNP vs LDOS
+278.0%
-140.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +1.1% | -5.4% | +6.5% | +3.1% |
| 30D | -1.8% | +4.9% | -6.7% | -3.8% |
| 3M | -4.6% | +7.2% | -11.8% | -7.8% |
| 6M | -8.8% | -24.2% | +15.4% | -0.1% |
| YTD | +5.2% | -25.8% | +31.0% | +14.9% |
| 1Y | +8.3% | -24.7% | +33.0% | +17.1% |
| 3Y | +54.9% | +39.3% | +15.6% | +21.6% |
| 5Y | +73.5% | +43.3% | +30.2% | +30.8% |
| All | +137.3% | +278.0% | -140.7% | +35.5% |
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