+14.7%
COST vs LDOS
-31.2%
+45.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | +4.1% | -7.2% | +11.3% | +4.8% |
| 30D | +12.0% | +16.8% | -4.9% | +10.7% |
| 3M | +11.2% | -1.6% | +12.8% | +11.4% |
| 6M | +6.1% | -1.0% | +7.1% | +5.3% |
| YTD | +22.9% | -25.8% | +48.7% | +22.5% |
| 1Y | +14.7% | -31.1% | +45.8% | +13.8% |
| All | +14.7% | -31.2% | +45.9% | +13.8% |
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