+512.4%
LDOS vs CHD
+1,384.8%
-872.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.7% | +5.0% | -8.7% | -5.2% |
| 30D | +16.4% | +15.3% | +1.1% | +11.1% |
| 3M | +7.4% | +7.7% | -0.3% | +4.7% |
| 6M | -0.3% | +19.8% | -20.1% | -6.1% |
| YTD | -24.0% | +34.0% | -58.0% | -31.1% |
| 1Y | -29.6% | +30.1% | -59.7% | -35.6% |
| 3Y | +35.1% | +33.0% | +2.2% | +20.7% |
| 5Y | +52.9% | +33.1% | +19.8% | +34.6% |
| 10Y | +262.2% | +189.4% | +72.8% | +136.3% |
| All | +512.4% | +1,384.8% | -872.4% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling