+187.4%
CEG vs LDOS
+39.7%
+147.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | +8.0% | -5.4% | +13.4% | +8.9% |
| 30D | +12.9% | +4.9% | +8.0% | +11.9% |
| 3M | +13.2% | +7.2% | +6.0% | +11.7% |
| 6M | -7.0% | -24.2% | +17.3% | -1.1% |
| YTD | -15.0% | -25.8% | +10.8% | -9.8% |
| 1Y | -2.7% | -24.7% | +22.0% | +2.4% |
| All | +187.4% | +39.7% | +147.7% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling