+0.7%
CMG vs LDOS
-25.9%
+26.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.5% |
| 7D | -2.8% | -5.4% | +2.6% | -3.8% |
| 30D | +7.1% | +4.9% | +2.2% | +8.3% |
| 3M | +31.2% | +7.2% | +24.0% | +34.6% |
| 6M | +0.7% | -24.2% | +24.9% | +2.8% |
| All | +0.7% | -25.9% | +26.6% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling