-31.2%
LDOS vs CNI
+37.5%
-68.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -2.8% | +3.7% | -6.6% | -3.2% |
| 30D | +13.6% | +8.1% | +5.5% | +12.6% |
| 3M | +4.2% | +1.9% | +2.4% | +3.9% |
| 6M | -8.2% | +19.2% | -27.4% | -9.3% |
| YTD | -24.1% | +32.7% | -56.8% | -25.8% |
| 1Y | -31.2% | +37.0% | -68.2% | -33.3% |
| All | -31.2% | +37.5% | -68.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling