+122.7%
CRBG vs LDOS
+39.5%
+83.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.3% |
| 30D | +2.6% | -8.2% | +10.8% | +4.5% |
| 3M | +24.0% | +5.9% | +18.1% | +21.6% |
| 6M | +50.5% | -25.2% | +75.7% | +61.8% |
| YTD | +17.1% | -28.1% | +45.3% | +26.6% |
| 1Y | +5.9% | -29.7% | +35.5% | +15.1% |
| 3Y | +122.7% | +39.0% | +83.7% | +101.1% |
| All | +122.7% | +39.5% | +83.2% | +101.1% |
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