+45.2%
LDOS vs CNI
+7.6%
+37.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -5.4% | -2.1% | -3.3% | -4.9% |
| 30D | +4.9% | -3.3% | +8.2% | +5.7% |
| 3M | +7.2% | +3.8% | +3.4% | +6.1% |
| 6M | -24.2% | +12.7% | -36.9% | -26.8% |
| YTD | -25.8% | +26.3% | -52.1% | -30.7% |
| 1Y | -24.7% | +29.9% | -54.6% | -30.3% |
| 3Y | +39.3% | +15.9% | +23.3% | +31.0% |
| All | +45.2% | +7.6% | +37.7% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling