-29.5%
LDOS vs COPX
+20.1%
-49.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.1% |
| 7D | +1.9% | +1.6% | +0.3% | +1.8% |
| 30D | +12.8% | -15.0% | +27.8% | +12.9% |
| 3M | -1.0% | -18.6% | +17.6% | -0.9% |
| 6M | +6.2% | -14.9% | +21.1% | +5.8% |
| YTD | -23.2% | +1.8% | -25.1% | -28.0% |
| 1Y | -29.5% | +19.7% | -49.2% | -35.5% |
| All | -29.5% | +20.1% | -49.6% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling