+45.2%
LDOS vs CPB
-39.5%
+84.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.0% |
| 7D | -5.4% | -8.6% | +3.2% | -4.2% |
| 30D | +4.9% | -7.2% | +12.1% | +5.9% |
| 3M | +7.2% | +0.9% | +6.3% | +6.9% |
| 6M | -24.2% | -11.8% | -12.4% | -23.1% |
| YTD | -25.8% | -19.4% | -6.4% | -23.7% |
| 1Y | -24.7% | -30.4% | +5.7% | -20.9% |
| 3Y | +39.3% | -40.2% | +79.4% | +47.4% |
| All | +45.2% | -39.5% | +84.7% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling