+245.0%
COF vs LDOS
+495.0%
-250.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.2% |
| 7D | -1.5% | -7.2% | +5.7% | +2.2% |
| 30D | +3.0% | +16.8% | -13.8% | -5.2% |
| 3M | -7.9% | -1.6% | -6.3% | -7.9% |
| 6M | +5.2% | -1.0% | +6.2% | +3.5% |
| YTD | -15.7% | -25.8% | +10.0% | -4.9% |
| 1Y | -5.5% | -31.1% | +25.6% | +10.9% |
| 3Y | +100.5% | +32.8% | +67.7% | +56.7% |
| 5Y | +42.3% | +49.4% | -7.0% | +0.9% |
| 10Y | +228.7% | +253.9% | -25.2% | +46.3% |
| All | +245.0% | +495.0% | -250.0% | +6.3% |
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