+518.2%
CEG vs LDOS
+50.9%
+467.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.8% |
| 7D | -4.7% | -7.2% | +2.5% | -3.4% |
| 30D | -16.6% | +16.8% | -33.4% | -19.7% |
| 3M | -4.1% | -1.6% | -2.5% | -4.2% |
| 6M | -22.3% | -1.0% | -21.3% | -22.5% |
| YTD | -28.9% | -25.8% | -3.2% | -23.8% |
| 1Y | -28.5% | -31.1% | +2.6% | -21.1% |
| 3Y | +104.3% | +32.8% | +71.5% | +67.3% |
| All | +518.2% | +50.9% | +467.3% | +399.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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