+55.6%
LDOS vs CHD
+31.9%
+23.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.9% | +2.4% | -0.5% | +1.3% |
| 30D | +12.8% | +13.9% | -1.1% | +9.2% |
| 3M | -1.0% | +8.5% | -9.5% | -3.1% |
| 6M | +6.2% | +20.4% | -14.2% | +1.6% |
| YTD | -23.2% | +34.5% | -57.8% | -28.4% |
| 1Y | -29.5% | +33.8% | -63.2% | -34.2% |
| 3Y | +37.1% | +29.1% | +7.9% | +26.8% |
| 5Y | +55.6% | +31.2% | +24.4% | +35.9% |
| All | +55.6% | +31.9% | +23.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling