-22.3%
CG vs LDOS
-31.2%
+8.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.2% |
| 7D | -1.2% | -7.2% | +6.0% | +1.5% |
| 30D | +5.0% | +16.8% | -11.8% | -1.0% |
| 3M | -18.2% | -1.6% | -16.6% | -18.0% |
| 6M | -20.7% | -1.0% | -19.7% | -20.7% |
| YTD | -31.4% | -25.8% | -5.6% | -22.1% |
| 1Y | -22.3% | -31.1% | +8.8% | -8.5% |
| All | -22.3% | -31.2% | +8.9% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling