+507.8%
CEG vs LDOS
+54.3%
+453.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.9% |
| 7D | -4.8% | -2.8% | -2.0% | -4.3% |
| 30D | -8.2% | +13.6% | -21.8% | -11.1% |
| 3M | -7.9% | +4.2% | -12.1% | -9.2% |
| 6M | -23.2% | -8.2% | -15.0% | -21.7% |
| YTD | -30.1% | -24.1% | -6.0% | -25.4% |
| 1Y | -31.9% | -31.2% | -0.7% | -24.6% |
| 3Y | +114.0% | +35.0% | +79.0% | +74.9% |
| All | +507.8% | +54.3% | +453.4% | +388.5% |
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 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