-47.8%
CORZ vs LDOS
-31.3%
-16.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.1% | -10.9% | -10.8% |
| 7D | -21.1% | -3.7% | -17.4% | -21.5% |
| 30D | -31.8% | +16.4% | -48.2% | -32.0% |
| 3M | -47.7% | +7.4% | -55.1% | -48.2% |
| 6M | -48.7% | -0.3% | -48.4% | -46.4% |
| YTD | -21.8% | -24.0% | +2.2% | -13.6% |
| 1Y | -47.8% | -29.6% | -18.2% | -38.3% |
| All | -47.8% | -31.3% | -16.5% | -38.3% |
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