+320.3%
COP vs LDOS
+248.5%
+71.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.6% |
| 7D | -11.5% | -7.2% | -4.3% | -8.8% |
| 30D | +5.0% | +16.8% | -11.9% | -2.0% |
| 3M | +17.5% | -1.6% | +19.1% | +17.4% |
| 6M | +16.2% | -1.0% | +17.2% | +14.8% |
| YTD | +48.8% | -25.8% | +74.6% | +65.1% |
| 1Y | +64.1% | -31.1% | +95.2% | +88.6% |
| 3Y | +25.7% | +32.8% | -7.1% | -2.5% |
| 5Y | +114.4% | +49.4% | +65.0% | +52.4% |
| All | +320.3% | +248.5% | +71.8% | +133.6% |
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