+173.3%
CFG vs LDOS
+32.3%
+141.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -0.9% | -7.2% | +6.3% | +0.7% |
| 30D | +1.1% | +16.8% | -15.8% | -2.4% |
| 3M | -12.0% | -1.6% | -10.4% | -12.0% |
| 6M | -2.2% | -1.0% | -1.3% | -2.3% |
| YTD | +11.4% | -25.8% | +37.2% | +19.0% |
| 1Y | +27.8% | -31.1% | +58.9% | +39.5% |
| 3Y | +173.3% | +32.8% | +140.5% | +145.0% |
| All | +173.3% | +32.3% | +141.0% | +145.0% |
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