+498.1%
LDOS vs CHD
+1,214.4%
-716.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -5.4% | -2.7% | -2.7% | -4.6% |
| 30D | +4.9% | -4.6% | +9.5% | +6.4% |
| 3M | +7.2% | +5.0% | +2.2% | +5.5% |
| 6M | -24.2% | -3.2% | -21.0% | -23.6% |
| YTD | -25.8% | +18.6% | -44.4% | -30.0% |
| 1Y | -24.7% | +4.8% | -29.5% | -26.3% |
| 3Y | +39.3% | +6.1% | +33.1% | +33.9% |
| 5Y | +43.3% | +24.0% | +19.3% | +28.9% |
| 10Y | +278.6% | +124.5% | +154.1% | +169.3% |
| All | +498.1% | +1,214.4% | -716.3% | +124.8% |
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 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