-28.5%
CEG vs LDOS
-31.2%
+2.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.0% |
| 7D | -4.7% | -7.2% | +2.5% | -5.6% |
| 30D | -16.6% | +16.8% | -33.4% | -15.1% |
| 3M | -4.1% | -1.6% | -2.5% | -3.6% |
| 6M | -22.3% | -1.0% | -21.3% | -21.4% |
| YTD | -28.9% | -25.8% | -3.2% | -29.6% |
| 1Y | -28.5% | -31.1% | +2.6% | -26.4% |
| All | -28.5% | -31.2% | +2.7% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling