+493.6%
COR vs LDOS
+241.3%
+252.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.0% |
| 7D | -1.2% | -1.3% | +0.2% | -0.8% |
| 30D | +7.6% | +10.1% | -2.5% | +4.5% |
| 3M | +5.0% | -4.7% | +9.7% | +6.0% |
| 6M | +35.3% | +5.6% | +29.7% | +31.8% |
| YTD | +4.2% | -25.1% | +29.3% | +11.5% |
| 1Y | -3.4% | -31.7% | +28.2% | +6.3% |
| 3Y | +81.1% | +33.7% | +47.4% | +53.5% |
| 5Y | +195.8% | +54.4% | +141.5% | +132.2% |
| 10Y | +493.6% | +236.4% | +257.2% | +298.8% |
| All | +493.6% | +241.3% | +252.3% | +298.8% |
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