+222.8%
LDOS vs CNI
+142.1%
+80.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -3.5% | +1.0% | -4.5% | -3.9% |
| 30D | +9.5% | +7.5% | +2.1% | +6.3% |
| 3M | -6.3% | +1.7% | -8.0% | -7.1% |
| 6M | +2.8% | +15.4% | -12.6% | -3.3% |
| YTD | -26.6% | +31.5% | -58.1% | -35.3% |
| 1Y | -31.3% | +32.8% | -64.1% | -39.7% |
| 3Y | +30.9% | +21.7% | +9.3% | +16.9% |
| 5Y | +49.4% | +8.7% | +40.7% | +38.1% |
| All | +222.8% | +142.1% | +80.8% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling