+31.4%
CORZ vs LDOS
-24.0%
+55.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +8.4% | -5.4% | +13.8% | +8.7% |
| 30D | -17.8% | +4.9% | -22.7% | -18.5% |
| 3M | -35.9% | +7.2% | -43.1% | -35.2% |
| 6M | +12.9% | -24.2% | +37.2% | +27.4% |
| YTD | +22.9% | -25.8% | +48.7% | +38.1% |
| 1Y | +31.4% | -24.7% | +56.1% | +50.4% |
| All | +31.4% | -24.0% | +55.4% | +50.4% |
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 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