+230.8%
CORZ vs LDOS
+26.1%
+204.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.1% | -10.9% | -10.8% |
| 7D | -21.1% | -3.7% | -17.4% | -20.9% |
| 30D | -31.8% | +16.4% | -48.2% | -34.2% |
| 3M | -47.7% | +7.4% | -55.1% | -49.1% |
| 6M | -48.7% | -0.3% | -48.4% | -48.5% |
| YTD | -21.8% | -24.0% | +2.2% | -13.8% |
| 1Y | -47.8% | -29.6% | -18.2% | -40.6% |
| All | +230.8% | +26.1% | +204.7% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling