-24.0%
CG vs LDOS
-31.9%
+7.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +0.2% | -1.6% | +1.8% | +0.9% |
| 30D | +11.2% | +8.2% | +2.9% | +7.8% |
| 3M | -22.1% | -8.2% | -13.9% | -19.8% |
| 6M | -17.9% | +5.8% | -23.8% | -20.3% |
| YTD | -31.3% | -27.0% | -4.3% | -21.5% |
| 1Y | -24.0% | -31.0% | +7.0% | -9.6% |
| All | -24.0% | -31.9% | +7.9% | -9.6% |
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 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