+35.9%
LDOS vs CHD
+32.9%
+3.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.7% | +5.0% | -8.7% | -4.7% |
| 30D | +16.4% | +15.3% | +1.1% | +13.1% |
| 3M | +7.4% | +7.7% | -0.3% | +5.7% |
| 6M | -0.3% | +19.8% | -20.1% | -3.6% |
| YTD | -24.0% | +34.0% | -58.0% | -27.5% |
| 1Y | -29.6% | +30.1% | -59.7% | -32.5% |
| All | +35.9% | +32.9% | +3.0% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling