-29.6%
LDOS vs COO
-7.8%
-21.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -3.7% | +5.3% | -8.9% | -4.6% |
| 30D | +16.4% | +12.5% | +3.8% | +14.0% |
| 3M | +7.4% | -15.1% | +22.6% | +11.1% |
| 6M | -0.3% | +3.7% | -4.0% | -1.6% |
| YTD | -24.0% | -22.5% | -1.5% | -18.8% |
| 1Y | -29.6% | -7.8% | -21.8% | -28.4% |
| All | -29.6% | -7.8% | -21.8% | -28.4% |
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