-20.9%
CG vs LDOS
+49.1%
-70.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.3% |
| 7D | -1.2% | -7.2% | +6.0% | +1.6% |
| 30D | +5.0% | +16.8% | -11.8% | -1.4% |
| 3M | -18.2% | -1.6% | -16.6% | -18.0% |
| 6M | -20.7% | -1.0% | -19.7% | -21.1% |
| YTD | -31.4% | -25.8% | -5.6% | -23.6% |
| 1Y | -22.3% | -31.1% | +8.8% | -10.8% |
| 3Y | +50.2% | +32.8% | +17.4% | +25.9% |
| All | -20.9% | +49.1% | -70.0% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling