+498.3%
LDOS vs CNI
+714.5%
-216.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | -7.2% | +0.3% | -7.5% | -7.3% |
| 30D | +16.8% | +7.2% | +9.7% | +13.9% |
| 3M | -1.6% | -1.3% | -0.3% | -1.2% |
| 6M | -1.0% | +11.8% | -12.8% | -5.2% |
| YTD | -25.8% | +27.7% | -53.4% | -32.9% |
| 1Y | -31.1% | +33.5% | -64.6% | -38.8% |
| 3Y | +32.8% | +19.3% | +13.5% | +21.2% |
| 5Y | +49.4% | +3.1% | +46.3% | +42.3% |
| 10Y | +253.9% | +141.2% | +112.7% | +139.7% |
| All | +498.3% | +714.5% | -216.2% | +179.0% |
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