+486.6%
COR vs LDOS
+254.8%
+231.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +2.4% | +1.9% | +0.5% | +1.9% |
| 30D | +7.7% | +12.8% | -5.1% | +3.8% |
| 3M | +7.5% | -1.0% | +8.5% | +7.4% |
| 6M | +34.1% | +6.2% | +27.9% | +30.5% |
| YTD | +3.9% | -23.2% | +27.1% | +10.4% |
| 1Y | -3.6% | -29.5% | +25.8% | +5.1% |
| 3Y | +80.5% | +37.1% | +43.5% | +51.9% |
| 5Y | +194.9% | +55.6% | +139.2% | +131.5% |
| 10Y | +486.6% | +249.4% | +237.2% | +308.0% |
| All | +486.6% | +254.8% | +231.8% | +308.0% |
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