+45.2%
LDOS vs COO
-38.8%
+84.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -5.4% | -2.2% | -3.2% | -5.0% |
| 30D | +4.9% | -7.0% | +11.9% | +6.2% |
| 3M | +7.2% | +12.2% | -5.0% | +4.9% |
| 6M | -24.2% | -15.1% | -9.1% | -22.2% |
| YTD | -25.8% | -15.1% | -10.7% | -23.8% |
| 1Y | -24.7% | +2.3% | -27.1% | -25.2% |
| 3Y | +39.3% | -23.7% | +63.0% | +42.8% |
| All | +45.2% | -38.8% | +84.0% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling