+532.3%
COR vs LDOS
+256.7%
+275.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +2.8% | -3.7% | +6.5% | +3.8% |
| 30D | +7.4% | +16.4% | -9.0% | +2.5% |
| 3M | +7.3% | +7.4% | -0.1% | +4.5% |
| 6M | +11.5% | -0.3% | +11.8% | +10.6% |
| YTD | +1.2% | -24.0% | +25.2% | +8.0% |
| 1Y | -3.3% | -29.6% | +26.3% | +5.7% |
| 3Y | +78.5% | +35.1% | +43.3% | +50.3% |
| 5Y | +183.0% | +52.9% | +130.1% | +122.2% |
| All | +532.3% | +256.7% | +275.6% | +216.6% |
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