+258.9%
LDOS vs CGNX
+182.0%
+76.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.4% |
| 30D | -8.0% | -1.8% | -6.3% | -7.9% |
| 3M | +6.8% | +5.3% | +1.6% | +5.1% |
| 6M | -24.5% | +22.3% | -46.8% | -28.2% |
| YTD | -27.8% | +72.2% | -99.9% | -36.7% |
| 1Y | -27.4% | +39.8% | -67.3% | -34.1% |
| 3Y | +39.9% | +44.8% | -4.9% | +21.9% |
| 5Y | +42.1% | -27.0% | +69.1% | +40.4% |
| All | +258.9% | +182.0% | +76.8% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling