-24.7%
LDOS vs COO
+4.1%
-28.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -5.4% | -2.2% | -3.2% | -4.9% |
| 30D | +4.9% | -7.0% | +11.9% | +6.8% |
| 3M | +7.2% | +12.2% | -5.0% | +4.1% |
| 6M | -24.2% | -15.1% | -9.1% | -20.3% |
| YTD | -25.8% | -15.1% | -10.7% | -21.9% |
| 1Y | -24.7% | +2.3% | -27.1% | -24.8% |
| All | -24.7% | +4.1% | -28.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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