+5.9%
CRBG vs LDOS
-28.1%
+33.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.5% |
| 7D | +0.6% | -3.1% | +3.7% | +1.0% |
| 30D | +2.6% | -8.2% | +10.8% | +3.8% |
| 3M | +24.0% | +5.9% | +18.1% | +22.2% |
| 6M | +50.5% | -25.2% | +75.7% | +59.9% |
| YTD | +17.1% | -28.1% | +45.3% | +24.1% |
| 1Y | +5.9% | -29.7% | +35.5% | +13.3% |
| All | +5.9% | -28.1% | +33.9% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling