+41.3%
LDOS vs CPB
-40.0%
+81.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.9% |
| 7D | -5.4% | -8.6% | +3.2% | -4.6% |
| 30D | +4.9% | -7.2% | +12.1% | +5.7% |
| 3M | +7.2% | +0.9% | +6.3% | +7.1% |
| 6M | -24.2% | -11.8% | -12.4% | -23.4% |
| YTD | -25.8% | -19.4% | -6.4% | -24.2% |
| 1Y | -24.7% | -30.4% | +5.7% | -22.0% |
| All | +41.3% | -40.0% | +81.3% | +45.6% |
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