+336.7%
COP vs LDOS
+226.9%
+109.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +4.4% | -1.6% | +6.0% | +5.0% |
| 30D | 0.0% | +8.2% | -8.3% | -3.7% |
| 3M | +15.0% | -8.2% | +23.2% | +18.3% |
| 6M | +22.0% | +5.8% | +16.2% | +16.7% |
| YTD | +55.3% | -27.0% | +82.3% | +73.4% |
| 1Y | +64.1% | -31.0% | +95.1% | +88.1% |
| 3Y | +34.1% | +29.3% | +4.8% | +5.2% |
| 5Y | +133.4% | +48.7% | +84.7% | +65.6% |
| All | +336.7% | +226.9% | +109.8% | +147.4% |
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 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