+492.8%
CEG vs LDOS
+54.5%
+438.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -9.4% | -3.7% | -5.7% | -8.8% |
| 30D | -20.2% | +16.4% | -36.6% | -23.1% |
| 3M | -9.5% | +7.4% | -16.9% | -11.4% |
| 6M | -25.0% | -0.3% | -24.6% | -25.2% |
| YTD | -31.9% | -24.0% | -7.8% | -27.2% |
| 1Y | -33.7% | -29.6% | -4.1% | -27.2% |
| 3Y | +108.7% | +35.1% | +73.6% | +70.6% |
| All | +492.8% | +54.5% | +438.3% | +376.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling