+34.6%
CP vs LDOS
-31.2%
+65.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | +2.8% | -7.2% | +10.0% | +3.5% |
| 30D | +10.2% | +16.8% | -6.6% | +8.8% |
| 3M | +2.4% | -1.6% | +3.9% | +2.3% |
| 6M | +7.7% | -1.0% | +8.6% | +7.2% |
| YTD | +26.0% | -25.8% | +51.8% | +25.4% |
| 1Y | +34.6% | -31.1% | +65.7% | +38.2% |
| All | +34.6% | -31.2% | +65.8% | +38.2% |
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