+186.4%
COP vs LDOS
+43.9%
+142.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +3.0% | -5.4% | +8.4% | +4.5% |
| 30D | +17.5% | +4.9% | +12.6% | +15.7% |
| 3M | +13.4% | +7.2% | +6.2% | +10.5% |
| 6M | +17.7% | -24.2% | +42.0% | +27.6% |
| YTD | +46.6% | -25.8% | +72.4% | +58.5% |
| 1Y | +44.6% | -24.7% | +69.3% | +55.3% |
| 3Y | +20.7% | +39.3% | -18.6% | -6.1% |
| All | +186.4% | +43.9% | +142.5% | +117.5% |
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