+498.1%
LDOS vs CNI
+705.6%
-207.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -5.4% | -2.1% | -3.3% | -4.7% |
| 30D | +4.9% | -3.3% | +8.2% | +6.1% |
| 3M | +7.2% | +3.8% | +3.4% | +5.5% |
| 6M | -24.2% | +12.7% | -36.9% | -27.9% |
| YTD | -25.8% | +26.3% | -52.1% | -32.6% |
| 1Y | -24.7% | +29.9% | -54.6% | -32.5% |
| 3Y | +39.3% | +15.9% | +23.3% | +28.5% |
| 5Y | +43.3% | +6.9% | +36.4% | +34.4% |
| 10Y | +278.6% | +126.8% | +151.8% | +161.9% |
| All | +498.1% | +705.6% | -207.6% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling