-30.2%
LDOS vs CNI
+35.8%
-66.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.0% |
| 7D | -5.8% | +0.3% | -6.2% | -5.9% |
| 30D | +11.6% | +8.0% | +3.6% | +10.6% |
| 3M | -1.0% | +1.0% | -2.0% | -1.2% |
| 6M | +5.1% | +15.2% | -10.1% | +4.0% |
| YTD | -24.0% | +30.9% | -54.9% | -25.7% |
| All | -30.2% | +35.8% | -66.1% | -32.6% |
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