-31.2%
LDOS vs CGNX
+31.4%
-62.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.7% | +9.4% | +0.6% |
| 7D | -2.8% | -9.2% | +6.4% | -2.9% |
| 30D | +13.6% | -17.6% | +31.2% | +13.7% |
| 3M | +4.2% | -25.7% | +29.9% | +4.3% |
| 6M | -8.2% | -5.5% | -2.7% | -8.8% |
| YTD | -24.1% | +48.1% | -72.2% | -28.8% |
| 1Y | -31.2% | +33.5% | -64.7% | -33.9% |
| All | -31.2% | +31.4% | -62.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling