+113.1%
COP vs LDOS
+52.0%
+61.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -9.7% | -3.7% | -6.0% | -8.9% |
| 30D | +4.7% | +16.4% | -11.7% | +0.4% |
| 3M | +18.5% | +7.4% | +11.1% | +15.7% |
| 6M | +11.4% | -0.3% | +11.7% | +10.8% |
| YTD | +47.9% | -24.0% | +71.9% | +58.3% |
| 1Y | +59.3% | -29.6% | +88.9% | +75.0% |
| 3Y | +23.6% | +35.1% | -11.5% | -2.0% |
| 5Y | +113.1% | +52.9% | +60.2% | +59.3% |
| All | +113.1% | +52.0% | +61.1% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling