+511.9%
LDOS vs CPB
+20.5%
+491.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.2% | -0.7% |
| 7D | -2.8% | +13.0% | -15.8% | -5.7% |
| 30D | +13.6% | +20.5% | -6.9% | +8.5% |
| 3M | +4.2% | +2.2% | +2.0% | +3.2% |
| 6M | -8.2% | +15.4% | -23.6% | -12.0% |
| YTD | -24.1% | -12.3% | -11.8% | -22.5% |
| 1Y | -31.2% | -18.0% | -13.2% | -28.6% |
| 3Y | +35.0% | -35.7% | +70.6% | +46.3% |
| 5Y | +52.6% | -31.4% | +84.1% | +60.6% |
| 10Y | +261.9% | -37.6% | +299.5% | +277.0% |
| All | +511.9% | +20.5% | +491.4% | +393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling