+572.4%
CSGP vs LDOS
+494.7%
+77.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.6% |
| 7D | -4.1% | -5.4% | +1.3% | -1.9% |
| 30D | +2.3% | +4.9% | -2.6% | +0.2% |
| 3M | -8.2% | +7.2% | -15.4% | -11.3% |
| 6M | -35.1% | -24.2% | -10.8% | -27.8% |
| YTD | -54.0% | -25.8% | -28.2% | -48.8% |
| 1Y | -65.3% | -24.7% | -40.6% | -61.7% |
| 3Y | -62.6% | +39.3% | -101.8% | -69.1% |
| 5Y | -64.8% | +43.3% | -108.1% | -71.9% |
| 10Y | +45.1% | +278.6% | -233.5% | -26.8% |
| All | +572.4% | +494.7% | +77.6% | +156.6% |
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 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