+2,851.2%
COST vs LDOS
+495.0%
+2,356.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | +4.1% | -7.2% | +11.3% | +5.9% |
| 30D | +12.0% | +16.8% | -4.9% | +7.8% |
| 3M | +11.2% | -1.6% | +12.8% | +11.3% |
| 6M | +6.1% | -1.0% | +7.1% | +5.6% |
| YTD | +22.9% | -25.8% | +48.7% | +30.1% |
| 1Y | +14.7% | -31.1% | +45.8% | +23.6% |
| 3Y | +92.3% | +32.8% | +59.5% | +72.3% |
| 5Y | +116.6% | +49.4% | +67.2% | +86.0% |
| 10Y | +775.4% | +253.9% | +521.5% | +482.2% |
| All | +2,851.2% | +495.0% | +2,356.2% | +1,503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling