+608.7%
CSGP vs LDOS
+508.5%
+100.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | +18.3% | -2.8% | +21.1% | +19.7% |
| 30D | +17.8% | +13.6% | +4.2% | +11.8% |
| 3M | +9.3% | +4.2% | +5.0% | +7.1% |
| 6M | -7.9% | -8.2% | +0.3% | -5.5% |
| YTD | -51.5% | -24.1% | -27.5% | -46.5% |
| 1Y | -53.3% | -31.2% | -22.1% | -46.4% |
| 3Y | -57.9% | +35.0% | -92.9% | -64.7% |
| 5Y | -61.3% | +52.6% | -113.9% | -69.9% |
| 10Y | +77.5% | +261.9% | -184.3% | -8.7% |
| All | +608.7% | +508.5% | +100.2% | +167.7% |
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