+240.7%
CFG vs LDOS
+256.7%
-16.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -2.2% | -3.7% | +1.5% | -0.5% |
| 30D | +0.4% | +16.4% | -16.0% | -7.1% |
| 3M | -12.6% | +7.4% | -20.0% | -16.5% |
| 6M | +0.6% | -0.3% | +0.9% | -1.0% |
| YTD | +12.4% | -24.0% | +36.5% | +25.3% |
| 1Y | +27.7% | -29.6% | +57.3% | +48.3% |
| 3Y | +172.4% | +35.1% | +137.3% | +106.2% |
| 5Y | +64.0% | +52.9% | +11.0% | +11.3% |
| All | +240.7% | +256.7% | -16.0% | +45.8% |
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