-27.4%
LDOS vs CGNX
+39.9%
-67.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.2% |
| 30D | -8.0% | -1.8% | -6.3% | -8.1% |
| 3M | +6.8% | +5.3% | +1.6% | +6.4% |
| 6M | -24.5% | +22.3% | -46.8% | -25.6% |
| YTD | -27.8% | +72.2% | -99.9% | -31.6% |
| 1Y | -27.4% | +39.8% | -67.3% | -30.1% |
| All | -27.4% | +39.9% | -67.3% | -30.1% |
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