+27.1%
CP vs LDOS
+52.0%
-24.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.1% | -3.7% | +9.8% | +6.8% |
| 30D | +9.8% | +16.4% | -6.6% | +6.4% |
| 3M | +2.7% | +7.4% | -4.7% | +1.0% |
| 6M | +12.8% | -0.3% | +13.1% | +12.3% |
| YTD | +28.2% | -24.0% | +52.2% | +34.2% |
| 1Y | +34.1% | -29.6% | +63.7% | +43.1% |
| 3Y | +28.9% | +35.1% | -6.3% | +9.7% |
| 5Y | +27.1% | +52.9% | -25.8% | +6.4% |
| All | +27.1% | +52.0% | -24.9% | +6.4% |
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