+208.1%
COF vs LDOS
+262.7%
-54.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -4.0% | -2.8% |
| 7D | -5.8% | -5.8% | 0.0% | -3.1% |
| 30D | -0.3% | +11.6% | -11.9% | -5.9% |
| 3M | -8.5% | -1.0% | -7.5% | -8.7% |
| 6M | +5.6% | +5.1% | +0.6% | +1.1% |
| YTD | -17.1% | -24.0% | +6.9% | -7.3% |
| 1Y | -7.4% | -30.3% | +22.9% | +8.4% |
| 3Y | +99.1% | +37.0% | +62.1% | +48.6% |
| 5Y | +39.5% | +53.4% | -13.8% | -6.8% |
| 10Y | +208.1% | +252.0% | -43.9% | +47.4% |
| All | +208.1% | +262.7% | -54.6% | +47.4% |
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