+2,461.4%
COST vs LDOS
+494.7%
+1,966.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -3.1% | -5.4% | +2.3% | -1.9% |
| 30D | -2.8% | +4.9% | -7.7% | -4.0% |
| 3M | -5.7% | +7.2% | -12.9% | -7.7% |
| 6M | -8.8% | -24.2% | +15.5% | -3.1% |
| YTD | +6.7% | -25.8% | +32.5% | +13.1% |
| 1Y | -3.6% | -24.7% | +21.1% | +1.6% |
| 3Y | +75.1% | +39.3% | +35.8% | +54.9% |
| 5Y | +108.9% | +43.3% | +65.6% | +81.4% |
| 10Y | +586.2% | +278.6% | +307.6% | +348.7% |
| All | +2,461.4% | +494.7% | +1,966.6% | +1,293.9% |
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