+41.3%
LDOS vs COPX
+150.7%
-109.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -5.4% | -4.0% | -1.4% | -5.2% |
| 30D | +4.9% | +4.5% | +0.3% | +4.5% |
| 3M | +7.2% | +0.8% | +6.4% | +6.9% |
| 6M | -24.2% | +3.2% | -27.4% | -24.6% |
| YTD | -25.8% | +26.7% | -52.5% | -27.9% |
| 1Y | -24.7% | +85.7% | -110.4% | -29.5% |
| All | +41.3% | +150.7% | -109.5% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling