+2,278.6%
COR vs LDOS
+508.5%
+1,770.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +9.1% | -2.8% | +11.9% | +9.9% |
| 30D | +12.4% | +13.6% | -1.2% | +8.2% |
| 3M | +15.8% | +4.2% | +11.6% | +13.9% |
| 6M | +17.1% | -8.2% | +25.3% | +18.8% |
| YTD | +5.4% | -24.1% | +29.5% | +12.1% |
| 1Y | +3.5% | -31.2% | +34.8% | +13.2% |
| 3Y | +86.0% | +35.0% | +51.0% | +61.6% |
| 5Y | +196.7% | +52.6% | +144.1% | +143.7% |
| 10Y | +572.6% | +261.9% | +310.7% | +322.0% |
| All | +2,278.6% | +508.5% | +1,770.1% | +1,085.4% |
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