+230.9%
COF vs LDOS
+488.0%
-257.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.7% |
| 7D | -5.0% | -3.5% | -1.6% | -3.4% |
| 30D | -2.3% | +9.5% | -11.8% | -7.1% |
| 3M | -12.7% | -6.3% | -6.4% | -10.5% |
| 6M | +6.2% | +2.8% | +3.4% | +2.4% |
| YTD | -19.2% | -26.6% | +7.5% | -8.3% |
| 1Y | -11.5% | -31.3% | +19.8% | +3.9% |
| 3Y | +92.8% | +30.9% | +61.9% | +51.6% |
| 5Y | +34.3% | +49.4% | -15.1% | -4.9% |
| 10Y | +183.0% | +229.4% | -46.5% | +30.5% |
| All | +230.9% | +488.0% | -257.1% | +2.4% |
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 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