+329.9%
COP vs LDOS
+228.4%
+101.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.5% |
| 7D | +3.4% | -3.5% | +6.9% | +4.8% |
| 30D | -0.6% | +9.5% | -10.1% | -4.7% |
| 3M | +10.8% | -6.3% | +17.1% | +12.9% |
| 6M | +19.6% | +2.8% | +16.8% | +16.0% |
| YTD | +52.9% | -26.6% | +79.6% | +70.4% |
| 1Y | +62.2% | -31.3% | +93.5% | +86.4% |
| 3Y | +32.4% | +30.9% | +1.4% | +3.1% |
| 5Y | +129.7% | +49.4% | +80.4% | +62.7% |
| All | +329.9% | +228.4% | +101.5% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling