+275.3%
COF vs LDOS
+494.7%
-219.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +1.8% | -5.4% | +7.2% | +4.6% |
| 30D | -0.6% | +4.9% | -5.5% | -3.4% |
| 3M | +20.3% | +7.2% | +13.1% | +14.4% |
| 6M | +13.0% | -24.2% | +37.3% | +28.2% |
| YTD | -8.3% | -25.8% | +17.5% | +4.1% |
| 1Y | -1.5% | -24.7% | +23.3% | +10.5% |
| 3Y | +122.3% | +39.3% | +83.0% | +69.4% |
| 5Y | +52.5% | +43.3% | +9.2% | +11.3% |
| 10Y | +264.9% | +278.6% | -13.7% | +57.1% |
| All | +275.3% | +494.7% | -219.4% | +16.3% |
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 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