+288.1%
CNQ vs LDOS
+39.4%
+248.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.7% | -2.1% | +1.5% | -0.2% |
| 30D | +6.7% | -8.0% | +14.7% | +8.6% |
| 3M | +12.8% | +6.8% | +6.0% | +10.6% |
| 6M | +13.3% | -24.5% | +37.8% | +20.9% |
| YTD | +53.1% | -27.8% | +80.8% | +63.3% |
| 1Y | +66.1% | -27.4% | +93.5% | +76.4% |
| 3Y | +75.4% | +39.9% | +35.5% | +35.8% |
| 5Y | +288.1% | +42.1% | +246.0% | +194.1% |
| All | +288.1% | +39.4% | +248.7% | +194.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling