+17.1%
COST vs LDOS
-29.6%
+46.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +4.6% | +1.9% | +2.7% | +4.4% |
| 30D | +12.8% | +12.8% | 0.0% | +11.7% |
| 3M | +12.1% | -1.0% | +13.1% | +12.1% |
| 6M | +6.0% | +6.2% | -0.2% | +4.7% |
| YTD | +24.4% | -23.2% | +47.6% | +23.6% |
| 1Y | +17.1% | -29.5% | +46.6% | +15.6% |
| All | +17.1% | -29.6% | +46.8% | +15.6% |
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