+2,123.7%
COR vs LDOS
+494.7%
+1,628.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +2.8% | -5.4% | +8.2% | +4.3% |
| 30D | +4.5% | +4.9% | -0.4% | +2.9% |
| 3M | +22.7% | +7.2% | +15.5% | +19.5% |
| 6M | -9.7% | -24.2% | +14.5% | -3.0% |
| YTD | -1.4% | -25.8% | +24.4% | +5.8% |
| 1Y | +13.9% | -24.7% | +38.6% | +21.5% |
| 3Y | +94.0% | +39.3% | +54.7% | +66.8% |
| 5Y | +184.0% | +43.3% | +140.7% | +138.2% |
| 10Y | +406.8% | +278.6% | +128.2% | +214.3% |
| All | +2,123.7% | +494.7% | +1,628.9% | +1,018.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling