+520.9%
COR vs LDOS
+248.5%
+272.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | +0.8% | -7.2% | +8.0% | +2.9% |
| 30D | +5.1% | +16.8% | -11.7% | +0.2% |
| 3M | +2.8% | -1.6% | +4.4% | +2.8% |
| 6M | +32.5% | -1.0% | +33.5% | +31.6% |
| YTD | -0.7% | -25.8% | +25.1% | +6.7% |
| 1Y | -6.7% | -31.1% | +24.4% | +2.6% |
| 3Y | +73.7% | +32.8% | +40.9% | +46.9% |
| 5Y | +177.9% | +49.4% | +128.5% | +119.7% |
| All | +520.9% | +248.5% | +272.4% | +213.0% |
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