+35.7%
COF vs LDOS
+48.3%
-12.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -3.4% | -1.6% | -1.7% | -3.0% |
| 30D | +0.4% | +8.2% | -7.9% | -2.0% |
| 3M | -12.5% | -8.2% | -4.4% | -10.7% |
| 6M | +8.3% | +5.8% | +2.5% | +5.6% |
| YTD | -18.6% | -27.0% | +8.4% | -11.3% |
| 1Y | -8.6% | -31.0% | +22.4% | +1.4% |
| 3Y | +94.7% | +29.3% | +65.4% | +65.6% |
| All | +35.7% | +48.3% | -12.6% | +8.7% |
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