+252.0%
LDOS vs CPB
-39.9%
+291.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | -5.8% | +3.3% | -9.1% | -6.3% |
| 30D | +11.6% | +19.0% | -7.4% | +8.3% |
| 3M | -1.0% | +0.4% | -1.4% | -1.3% |
| 6M | +5.1% | +13.0% | -7.9% | +2.5% |
| YTD | -24.0% | -12.7% | -11.3% | -22.8% |
| 1Y | -30.3% | -20.9% | -9.4% | -28.0% |
| 3Y | +37.0% | -35.4% | +72.4% | +44.6% |
| 5Y | +53.4% | -32.3% | +85.6% | +59.8% |
| 10Y | +252.0% | -40.5% | +292.5% | +284.7% |
| All | +252.0% | -39.9% | +291.9% | +284.7% |
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