+139.8%
CNP vs LDOS
+262.7%
-122.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -2.0% | -0.4% |
| 7D | -4.3% | -5.8% | +1.5% | -2.4% |
| 30D | +5.7% | +11.6% | -5.8% | +1.6% |
| 3M | +0.9% | -1.0% | +1.9% | +0.7% |
| 6M | -1.1% | +5.1% | -6.1% | -4.1% |
| YTD | +8.3% | -24.0% | +32.3% | +16.7% |
| 1Y | +5.9% | -30.3% | +36.2% | +18.1% |
| 3Y | +64.6% | +37.0% | +27.7% | +30.3% |
| 5Y | +74.6% | +53.4% | +21.2% | +26.8% |
| 10Y | +139.8% | +252.0% | -112.1% | +50.3% |
| All | +139.8% | +262.7% | -122.8% | +50.3% |
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