+3,002.4%
CMG vs LDOS
+495.0%
+2,507.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.1% |
| 7D | +8.0% | -7.2% | +15.2% | +10.1% |
| 30D | +11.9% | +16.8% | -5.0% | +7.1% |
| 3M | +2.1% | -1.6% | +3.7% | +2.2% |
| 6M | +5.2% | -1.0% | +6.1% | +4.1% |
| YTD | -6.9% | -25.8% | +18.8% | -0.6% |
| 1Y | +12.7% | -31.1% | +43.7% | +23.0% |
| 3Y | -16.8% | +32.8% | -49.6% | -27.5% |
| 5Y | -4.1% | +49.4% | -53.4% | -21.0% |
| 10Y | +364.7% | +253.9% | +110.9% | +178.0% |
| All | +3,002.4% | +495.0% | +2,507.3% | +1,279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling