+96.3%
COR vs LDOS
+39.7%
+56.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +2.8% | -5.4% | +8.2% | +3.3% |
| 30D | +4.5% | +4.9% | -0.4% | +4.0% |
| 3M | +22.7% | +7.2% | +15.5% | +21.4% |
| 6M | -9.7% | -24.2% | +14.5% | -8.0% |
| YTD | -1.4% | -25.8% | +24.4% | +0.4% |
| 1Y | +13.9% | -24.7% | +38.6% | +15.8% |
| All | +96.3% | +39.7% | +56.6% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling