+323.6%
CMG vs LDOS
+260.1%
+63.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | -1.5% | -7.1% | +5.7% | +0.1% |
| 30D | +12.7% | -6.1% | +18.8% | +14.1% |
| 3M | +26.3% | +5.6% | +20.7% | +23.6% |
| 6M | +4.5% | -26.9% | +31.4% | +12.0% |
| YTD | -0.1% | -27.9% | +27.8% | +6.9% |
| 1Y | -6.8% | -26.8% | +20.0% | -0.8% |
| 3Y | -5.0% | +39.6% | -44.6% | -17.7% |
| 5Y | -3.0% | +39.4% | -42.4% | -17.4% |
| 10Y | +323.6% | +260.0% | +63.6% | +194.2% |
| All | +323.6% | +260.1% | +63.4% | +194.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling