-0.8%
COR vs LDOS
-31.9%
+31.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | +7.8% | -1.6% | +9.5% | +8.0% |
| 30D | +7.0% | +8.2% | -1.2% | +5.9% |
| 3M | +16.3% | -8.2% | +24.4% | +17.1% |
| 6M | +41.3% | +5.8% | +35.4% | +39.0% |
| YTD | +7.1% | -27.0% | +34.1% | +7.0% |
| 1Y | -0.8% | -31.0% | +30.2% | 0.0% |
| All | -0.8% | -31.9% | +31.1% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling