-31.7%
LDOS vs CNI
+37.2%
-68.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.5% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | +10.1% | +7.6% | +2.5% | +9.2% |
| 3M | -4.7% | +1.6% | -6.2% | -4.9% |
| 6M | +5.6% | +16.6% | -11.0% | +4.5% |
| YTD | -25.1% | +31.3% | -56.4% | -26.6% |
| 1Y | -31.7% | +35.2% | -66.9% | -33.7% |
| All | -31.7% | +37.2% | -68.8% | -33.7% |
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