+290.3%
CG vs LDOS
+248.5%
+41.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.4% |
| 7D | -1.2% | -7.2% | +6.0% | +2.2% |
| 30D | +5.0% | +16.8% | -11.8% | -2.6% |
| 3M | -18.2% | -1.6% | -16.6% | -18.0% |
| 6M | -20.7% | -1.0% | -19.7% | -21.3% |
| YTD | -31.4% | -25.8% | -5.6% | -22.3% |
| 1Y | -22.3% | -31.1% | +8.8% | -8.7% |
| 3Y | +50.2% | +32.8% | +17.4% | +22.2% |
| 5Y | -22.1% | +49.4% | -71.4% | -41.8% |
| All | +290.3% | +248.5% | +41.8% | +139.6% |
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