+258.8%
LDOS vs CPB
-37.5%
+296.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.7% | +11.6% | -15.3% | -5.4% |
| 30D | +16.4% | +23.3% | -6.9% | +12.4% |
| 3M | +7.4% | +1.6% | +5.8% | +6.8% |
| 6M | -0.3% | +13.9% | -14.3% | -2.9% |
| YTD | -24.0% | -11.7% | -12.3% | -23.0% |
| 1Y | -29.6% | -18.2% | -11.3% | -27.7% |
| 3Y | +35.1% | -35.2% | +70.3% | +42.6% |
| 5Y | +52.9% | -30.5% | +83.4% | +58.6% |
| All | +258.8% | -37.5% | +296.3% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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