-31.1%
LDOS vs COO
-9.4%
-21.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -7.2% | +4.7% | -11.9% | -8.0% |
| 30D | +16.8% | +13.9% | +2.9% | +14.3% |
| 3M | -1.6% | -14.9% | +13.4% | +1.7% |
| 6M | -1.0% | +2.0% | -3.0% | -2.0% |
| YTD | -25.8% | -23.9% | -1.9% | -20.4% |
| 1Y | -31.1% | -9.6% | -21.5% | -27.4% |
| All | -31.1% | -9.4% | -21.7% | -27.4% |
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