+39.6%
LDOS vs CGNX
+44.7%
-5.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | -7.1% | +3.6% | -10.7% | -7.4% |
| 30D | -6.1% | -6.8% | +0.8% | -5.6% |
| 3M | +5.6% | -0.1% | +5.7% | +5.2% |
| 6M | -26.9% | +26.2% | -53.1% | -29.2% |
| YTD | -27.9% | +73.7% | -101.6% | -33.6% |
| 1Y | -26.8% | +40.4% | -67.2% | -30.8% |
| 3Y | +39.6% | +46.1% | -6.5% | +22.0% |
| All | +39.6% | +44.7% | -5.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling