+140.6%
CNP vs LDOS
+228.4%
-87.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | +2.5% | -3.5% | +5.9% | +3.7% |
| 30D | +4.0% | +9.5% | -5.5% | +0.6% |
| 3M | +1.6% | -6.3% | +7.9% | +3.4% |
| 6M | -1.7% | +2.8% | -4.5% | -4.0% |
| YTD | +8.6% | -26.6% | +35.3% | +18.5% |
| 1Y | +5.8% | -31.3% | +37.1% | +18.4% |
| 3Y | +63.0% | +30.9% | +32.1% | +31.1% |
| 5Y | +74.7% | +49.4% | +25.3% | +27.7% |
| All | +140.6% | +228.4% | -87.8% | +54.0% |
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