+73.3%
CSGP vs LDOS
+256.7%
-183.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +13.9% | -3.7% | +17.6% | +15.6% |
| 30D | +16.0% | +16.4% | -0.4% | +9.3% |
| 3M | +6.1% | +7.4% | -1.3% | +2.9% |
| 6M | -8.2% | -0.3% | -7.8% | -8.8% |
| YTD | -52.3% | -24.0% | -28.3% | -47.6% |
| 1Y | -54.5% | -29.6% | -24.9% | -48.5% |
| 3Y | -58.6% | +35.1% | -93.7% | -65.4% |
| 5Y | -61.5% | +52.9% | -114.4% | -70.2% |
| All | +73.3% | +256.7% | -183.4% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling