+237.0%
CFG vs LDOS
+262.7%
-25.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.8% |
| 7D | +0.3% | -5.8% | +6.1% | +3.1% |
| 30D | +3.2% | +11.6% | -8.3% | -2.4% |
| 3M | -9.7% | -1.0% | -8.7% | -10.0% |
| 6M | +3.6% | +5.1% | -1.4% | -0.7% |
| YTD | +14.7% | -24.0% | +38.7% | +27.8% |
| 1Y | +29.6% | -30.3% | +59.9% | +51.2% |
| 3Y | +190.6% | +37.0% | +153.6% | +118.4% |
| 5Y | +67.1% | +53.4% | +13.7% | +13.3% |
| 10Y | +237.0% | +252.0% | -14.9% | +60.7% |
| All | +237.0% | +262.7% | -25.7% | +60.7% |
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