+249.4%
LDOS vs CHD
+180.1%
+69.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.9% | +2.4% | -0.5% | +1.2% |
| 30D | +12.8% | +13.9% | -1.1% | +8.6% |
| 3M | -1.0% | +8.5% | -9.5% | -3.4% |
| 6M | +6.2% | +20.4% | -14.2% | +0.6% |
| YTD | -23.2% | +34.5% | -57.8% | -29.7% |
| 1Y | -29.5% | +33.8% | -63.2% | -35.3% |
| 3Y | +37.1% | +29.1% | +7.9% | +25.0% |
| 5Y | +55.6% | +31.2% | +24.4% | +39.2% |
| 10Y | +249.4% | +193.1% | +56.3% | +158.1% |
| All | +249.4% | +180.1% | +69.3% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling