+64.1%
COP vs LDOS
-31.2%
+95.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | -11.5% | -7.2% | -4.3% | -10.8% |
| 30D | +5.0% | +16.8% | -11.9% | +3.3% |
| 3M | +17.5% | -1.6% | +19.1% | +17.3% |
| 6M | +16.2% | -1.0% | +17.2% | +17.0% |
| YTD | +48.8% | -25.8% | +74.6% | +51.2% |
| 1Y | +64.1% | -31.1% | +95.2% | +72.2% |
| All | +64.1% | -31.2% | +95.3% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling