+252.0%
LDOS vs CHD
+181.4%
+70.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.8% |
| 7D | -5.8% | +0.8% | -6.6% | -6.0% |
| 30D | +11.6% | +13.5% | -1.9% | +7.6% |
| 3M | -1.0% | +8.1% | -9.1% | -3.3% |
| 6M | +5.1% | +19.9% | -14.8% | -0.3% |
| YTD | -24.0% | +34.0% | -58.0% | -30.3% |
| 1Y | -30.3% | +29.8% | -60.1% | -35.5% |
| 3Y | +37.0% | +28.7% | +8.2% | +25.2% |
| 5Y | +53.4% | +31.8% | +21.6% | +37.2% |
| 10Y | +252.0% | +178.2% | +73.8% | +169.8% |
| All | +252.0% | +181.4% | +70.6% | +169.8% |
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 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