+222.8%
LDOS vs COPX
+318.2%
-95.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.4% |
| 7D | -3.5% | +1.1% | -4.6% | -3.7% |
| 30D | +9.5% | -15.9% | +25.4% | +13.0% |
| 3M | -6.3% | -19.6% | +13.3% | -2.9% |
| 6M | +2.8% | -21.5% | +24.3% | +6.3% |
| YTD | -26.6% | -0.8% | -25.9% | -29.1% |
| 1Y | -31.3% | +15.2% | -46.5% | -35.9% |
| 3Y | +30.9% | +134.7% | -103.8% | -1.3% |
| 5Y | +49.4% | +111.3% | -61.9% | +12.1% |
| All | +222.8% | +318.2% | -95.4% | +70.1% |
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