+122.8%
COST vs LDOS
+51.2%
+71.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | +2.5% | -3.5% | +6.0% | +3.1% |
| 30D | +14.6% | +9.5% | +5.0% | +12.8% |
| 3M | +15.2% | -6.3% | +21.5% | +16.3% |
| 6M | +7.2% | +2.8% | +4.4% | +6.2% |
| YTD | +27.4% | -26.6% | +54.1% | +33.3% |
| 1Y | +20.2% | -31.3% | +51.5% | +27.5% |
| 3Y | +96.9% | +30.9% | +65.9% | +73.9% |
| 5Y | +122.8% | +49.4% | +73.4% | +93.3% |
| All | +122.8% | +51.2% | +71.6% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling