+487.9%
LDOS vs COPX
+125.0%
+362.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | -7.2% | -1.0% | -6.2% | -7.0% |
| 30D | +16.8% | -14.8% | +31.6% | +20.8% |
| 3M | -1.6% | -17.2% | +15.6% | +1.9% |
| 6M | -1.0% | -14.5% | +13.5% | +0.8% |
| YTD | -25.8% | -0.4% | -25.4% | -28.4% |
| 1Y | -31.1% | +21.9% | -53.0% | -36.9% |
| 3Y | +32.8% | +123.7% | -90.9% | +0.3% |
| 5Y | +49.4% | +121.8% | -72.4% | +9.4% |
| 10Y | +253.9% | +397.9% | -144.0% | +86.6% |
| All | +487.9% | +125.0% | +362.9% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling