+222.8%
LDOS vs COO
+40.1%
+182.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -3.5% | -2.1% | -1.4% | -2.8% |
| 30D | +9.5% | +13.9% | -4.4% | +5.3% |
| 3M | -6.3% | -18.9% | +12.6% | -0.7% |
| 6M | +2.8% | +3.7% | -0.9% | +0.5% |
| YTD | -26.6% | -24.1% | -2.5% | -21.0% |
| 1Y | -31.3% | -14.2% | -17.1% | -29.0% |
| 3Y | +30.9% | -24.5% | +55.4% | +35.4% |
| 5Y | +49.4% | -40.4% | +89.8% | +66.0% |
| All | +222.8% | +40.1% | +182.8% | +176.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling