-26.8%
LDOS vs CNI
+29.6%
-56.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -7.1% | +2.5% | -9.6% | -7.4% |
| 30D | -6.1% | -2.5% | -3.5% | -5.8% |
| 3M | +5.6% | +2.7% | +2.9% | +5.5% |
| 6M | -26.9% | +16.9% | -43.9% | -27.4% |
| YTD | -27.9% | +26.3% | -54.3% | -28.9% |
| 1Y | -26.8% | +31.1% | -57.9% | -28.1% |
| All | -26.8% | +29.6% | -56.4% | -28.1% |
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 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