+183.0%
COR vs LDOS
+52.0%
+131.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +2.8% | -3.7% | +6.5% | +3.3% |
| 30D | +7.4% | +16.4% | -9.0% | +4.8% |
| 3M | +7.3% | +7.4% | -0.1% | +5.8% |
| 6M | +11.5% | -0.3% | +11.8% | +11.0% |
| YTD | +1.2% | -24.0% | +25.2% | +4.4% |
| 1Y | -3.3% | -29.6% | +26.3% | +1.0% |
| 3Y | +78.5% | +35.1% | +43.3% | +61.4% |
| 5Y | +183.0% | +52.9% | +130.1% | +158.1% |
| All | +183.0% | +52.0% | +131.0% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling