+363.9%
CG vs LDOS
+278.0%
+85.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.9% |
| 7D | -4.3% | -5.4% | +1.1% | -1.9% |
| 30D | -5.1% | +4.9% | -10.0% | -7.5% |
| 3M | +8.7% | +7.2% | +1.5% | +4.3% |
| 6M | -9.2% | -24.2% | +15.0% | +2.4% |
| YTD | -18.9% | -25.8% | +6.9% | -7.9% |
| 1Y | -25.6% | -24.7% | -0.9% | -16.4% |
| 3Y | +57.3% | +39.3% | +18.0% | +25.4% |
| 5Y | +10.2% | +43.3% | -33.2% | -15.4% |
| All | +363.9% | +278.0% | +85.9% | +177.6% |
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