+181.4%
CFG vs LDOS
+39.7%
+141.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | -5.4% | +6.9% | +2.8% |
| 30D | -3.8% | +4.9% | -8.7% | -5.2% |
| 3M | +11.5% | +7.2% | +4.3% | +9.3% |
| 6M | +19.2% | -24.2% | +43.4% | +28.2% |
| YTD | +23.7% | -25.8% | +49.5% | +33.1% |
| 1Y | +38.8% | -24.7% | +63.6% | +48.7% |
| All | +181.4% | +39.7% | +141.6% | +129.1% |
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