+318.0%
COP vs LDOS
+249.8%
+68.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -6.1% | +1.9% | -8.0% | -6.9% |
| 30D | +1.1% | +12.8% | -11.7% | -4.2% |
| 3M | +10.9% | -1.0% | +12.0% | +10.6% |
| 6M | +20.8% | +6.2% | +14.6% | +15.6% |
| YTD | +48.0% | -23.2% | +71.3% | +61.9% |
| 1Y | +58.5% | -29.5% | +88.0% | +80.5% |
| 3Y | +28.1% | +37.1% | -8.9% | -2.0% |
| 5Y | +120.5% | +55.6% | +64.8% | +53.7% |
| All | +318.0% | +249.8% | +68.2% | +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