+47.6%
LDOS vs CGNX
-37.5%
+85.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -1.6% | +4.7% | -6.3% | -2.0% |
| 30D | +8.2% | -12.7% | +20.9% | +9.4% |
| 3M | -8.2% | -18.7% | +10.5% | -6.8% |
| 6M | +5.8% | -21.2% | +27.0% | +7.3% |
| YTD | -27.0% | +39.6% | -66.6% | -32.1% |
| 1Y | -31.0% | +35.6% | -66.5% | -35.6% |
| 3Y | +29.3% | +44.7% | -15.4% | +15.9% |
| All | +47.6% | -37.5% | +85.1% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling