+110.2%
COST vs LDOS
+43.9%
+66.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -3.1% | -5.4% | +2.3% | -2.2% |
| 30D | -2.8% | +4.9% | -7.7% | -3.6% |
| 3M | -5.7% | +7.2% | -12.9% | -7.1% |
| 6M | -8.8% | -24.2% | +15.5% | -4.7% |
| YTD | +6.7% | -25.8% | +32.5% | +11.3% |
| 1Y | -3.6% | -24.7% | +21.1% | 0.0% |
| 3Y | +75.1% | +39.3% | +35.8% | +54.0% |
| All | +110.2% | +43.9% | +66.4% | +83.1% |
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