+35.9%
LDOS vs CPB
-35.1%
+71.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.7% | +11.6% | -15.3% | -4.9% |
| 30D | +16.4% | +23.3% | -6.9% | +13.6% |
| 3M | +7.4% | +1.6% | +5.8% | +6.7% |
| 6M | -0.3% | +13.9% | -14.3% | -2.0% |
| YTD | -24.0% | -11.7% | -12.3% | -23.5% |
| 1Y | -29.6% | -18.2% | -11.3% | -28.6% |
| All | +35.9% | -35.1% | +71.1% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling