+51.2%
CG vs LDOS
+35.4%
+15.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.6% |
| 7D | -1.5% | -3.7% | +2.2% | -0.3% |
| 30D | +2.8% | +16.4% | -13.6% | -2.8% |
| 3M | -19.2% | +7.4% | -26.7% | -21.7% |
| 6M | -21.0% | -0.3% | -20.6% | -21.4% |
| YTD | -31.0% | -24.0% | -7.0% | -24.3% |
| 1Y | -21.1% | -29.6% | +8.5% | -11.2% |
| All | +51.2% | +35.4% | +15.8% | +41.1% |
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