+1,010.3%
CP vs LDOS
+494.7%
+515.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -2.7% | -5.4% | +2.7% | -0.7% |
| 30D | +0.2% | +4.9% | -4.7% | -1.8% |
| 3M | +2.6% | +7.2% | -4.6% | -0.9% |
| 6M | +6.0% | -24.2% | +30.2% | +16.0% |
| YTD | +24.9% | -25.8% | +50.7% | +36.5% |
| 1Y | +20.1% | -24.7% | +44.8% | +30.1% |
| 3Y | +16.4% | +39.3% | -22.9% | -4.6% |
| 5Y | +31.7% | +43.3% | -11.6% | +4.7% |
| 10Y | +223.9% | +278.6% | -54.7% | +66.7% |
| All | +1,010.3% | +494.7% | +515.6% | +338.9% |
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