-42.5%
CPNG vs LDOS
+51.2%
-93.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.9% |
| 7D | -6.9% | -3.5% | -3.4% | -6.1% |
| 30D | +1.1% | +9.5% | -8.4% | -1.3% |
| 3M | -6.3% | -6.3% | 0.0% | -5.2% |
| 6M | -3.8% | +2.8% | -6.6% | -5.1% |
| YTD | -35.2% | -26.6% | -8.5% | -31.1% |
| 1Y | -47.0% | -31.3% | -15.7% | -42.7% |
| 3Y | -0.2% | +30.9% | -31.1% | -12.9% |
| 5Y | -42.5% | +49.4% | -91.9% | -53.7% |
| All | -42.5% | +51.2% | -93.7% | -53.7% |
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