-66.8%
CPNG vs LDOS
+56.2%
-123.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +7.2% | +1.9% | +5.4% | +6.9% |
| 30D | +3.2% | +12.8% | -9.6% | +0.7% |
| 3M | +0.9% | -1.0% | +1.9% | +0.8% |
| 6M | -3.8% | +6.2% | -10.0% | -5.5% |
| YTD | -30.8% | -23.2% | -7.6% | -28.1% |
| 1Y | -43.5% | -29.5% | -14.1% | -40.5% |
| 3Y | +6.6% | +37.1% | -30.5% | -2.0% |
| 5Y | -45.3% | +55.6% | -100.9% | -51.4% |
| All | -66.8% | +56.2% | -123.0% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling