-1.3%
COF vs LDOS
-26.7%
+25.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.1% |
| 7D | +1.2% | -7.1% | +8.4% | +2.4% |
| 30D | -1.4% | -6.1% | +4.7% | -0.4% |
| 3M | +19.0% | +5.6% | +13.4% | +18.1% |
| 6M | +14.9% | -26.9% | +41.8% | +23.7% |
| YTD | -10.7% | -27.9% | +17.2% | -3.4% |
| 1Y | -1.3% | -26.8% | +25.5% | +7.3% |
| All | -1.3% | -26.7% | +25.5% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling