-41.3%
CORZ vs LDOS
-27.6%
-13.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.7% | -11.1% | -10.3% |
| 7D | -14.9% | -2.8% | -12.1% | -15.3% |
| 30D | -23.1% | +13.6% | -36.7% | -23.3% |
| 3M | -44.1% | +4.2% | -48.3% | -44.3% |
| 6M | -39.5% | -8.2% | -31.3% | -35.3% |
| YTD | -12.4% | -24.1% | +11.7% | -2.7% |
| 1Y | -41.3% | -31.2% | -10.1% | -30.9% |
| All | -41.3% | -27.6% | -13.7% | -30.9% |
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