+61.1%
CNP vs LDOS
+32.3%
+28.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | -4.2% | -7.2% | +3.0% | -3.7% |
| 30D | +5.5% | +16.8% | -11.3% | +4.3% |
| 3M | +0.6% | -1.6% | +2.2% | +0.6% |
| 6M | -2.8% | -1.0% | -1.9% | -3.0% |
| YTD | +7.9% | -25.8% | +33.6% | +9.9% |
| 1Y | +6.7% | -31.1% | +37.7% | +9.7% |
| 3Y | +61.1% | +32.8% | +28.3% | +34.5% |
| All | +61.1% | +32.3% | +28.9% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling