-31.2%
LDOS vs CHD
+30.9%
-62.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.3% |
| 7D | -2.8% | +6.9% | -9.8% | -5.1% |
| 30D | +13.6% | +17.1% | -3.5% | +7.4% |
| 3M | +4.2% | +9.1% | -4.9% | +0.9% |
| 6M | -8.2% | +21.4% | -29.6% | -13.5% |
| YTD | -24.1% | +34.9% | -59.0% | -29.8% |
| 1Y | -31.2% | +31.0% | -62.3% | -35.8% |
| All | -31.2% | +30.9% | -62.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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