-18.2%
CMG vs LDOS
+31.0%
-49.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.8% |
| 7D | -0.6% | -3.5% | +2.8% | -0.4% |
| 30D | +15.9% | +9.5% | +6.3% | +15.1% |
| 3M | +7.8% | -6.3% | +14.1% | +8.0% |
| 6M | +7.7% | +2.8% | +4.8% | +7.5% |
| YTD | -4.9% | -26.6% | +21.7% | -0.7% |
| 1Y | +12.3% | -31.3% | +43.6% | +18.4% |
| All | -18.2% | +31.0% | -49.3% | -20.5% |
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