+57.1%
CG vs LDOS
+39.7%
+17.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | -4.3% | -5.4% | +1.1% | -2.5% |
| 30D | -5.1% | +4.9% | -10.0% | -6.9% |
| 3M | +8.7% | +7.2% | +1.5% | +5.5% |
| 6M | -9.2% | -24.2% | +15.0% | -0.4% |
| YTD | -18.9% | -25.8% | +6.9% | -10.2% |
| 1Y | -25.6% | -24.7% | -0.9% | -18.3% |
| All | +57.1% | +39.7% | +17.4% | +50.5% |
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 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