+473.3%
COP vs LDOS
+509.1%
-35.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -9.7% | -3.7% | -6.0% | -8.4% |
| 30D | +4.7% | +16.4% | -11.7% | -1.9% |
| 3M | +18.5% | +7.4% | +11.1% | +14.2% |
| 6M | +11.4% | -0.3% | +11.7% | +9.7% |
| YTD | +47.9% | -24.0% | +71.9% | +61.3% |
| 1Y | +59.3% | -29.6% | +88.9% | +79.5% |
| 3Y | +23.6% | +35.1% | -11.5% | 0.0% |
| 5Y | +113.1% | +52.9% | +60.2% | +60.6% |
| 10Y | +329.1% | +262.2% | +66.9% | +125.4% |
| All | +473.3% | +509.1% | -35.7% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling