+475.9%
CNP vs LDOS
+509.1%
-33.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -5.3% | -3.7% | -1.6% | -4.2% |
| 30D | +3.7% | +16.4% | -12.7% | -1.6% |
| 3M | -1.1% | +7.4% | -8.5% | -4.0% |
| 6M | -7.1% | -0.3% | -6.8% | -8.2% |
| YTD | +6.0% | -24.0% | +30.0% | +13.5% |
| 1Y | +5.2% | -29.6% | +34.8% | +15.5% |
| 3Y | +57.5% | +35.1% | +22.4% | +32.2% |
| 5Y | +70.0% | +52.9% | +17.1% | +33.4% |
| 10Y | +137.8% | +262.2% | -124.4% | +41.4% |
| All | +475.9% | +509.1% | -33.2% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling