-62.8%
CSGP vs LDOS
+39.7%
-102.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.6% |
| 7D | -4.1% | -5.4% | +1.3% | -2.4% |
| 30D | +2.3% | +4.9% | -2.6% | +0.9% |
| 3M | -8.2% | +7.2% | -15.4% | -10.6% |
| 6M | -35.1% | -24.2% | -10.8% | -29.9% |
| YTD | -54.0% | -25.8% | -28.2% | -50.4% |
| 1Y | -65.3% | -24.7% | -40.6% | -62.7% |
| All | -62.8% | +39.7% | -102.5% | -69.4% |
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