+260.0%
LDOS vs COPX
+592.9%
-333.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -3.7% |
| 7D | -7.1% | +5.8% | -12.9% | -8.2% |
| 30D | -6.1% | +7.2% | -13.3% | -7.6% |
| 3M | +5.6% | +16.5% | -10.9% | +1.7% |
| 6M | -26.9% | +18.4% | -45.4% | -30.6% |
| YTD | -27.9% | +31.9% | -59.8% | -33.8% |
| 1Y | -26.8% | +88.5% | -115.3% | -38.5% |
| 3Y | +39.6% | +173.1% | -133.5% | +3.5% |
| 5Y | +39.4% | +193.1% | -153.7% | -2.3% |
| 10Y | +260.0% | +591.7% | -331.7% | +65.9% |
| All | +260.0% | +592.9% | -333.0% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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