+488.6%
LDOS vs CGNX
+841.0%
-352.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -1.6% | +4.7% | -6.3% | -2.5% |
| 30D | +8.2% | -12.7% | +20.9% | +10.6% |
| 3M | -8.2% | -18.7% | +10.5% | -5.3% |
| 6M | +5.8% | -21.2% | +27.0% | +8.9% |
| YTD | -27.0% | +39.6% | -66.6% | -34.8% |
| 1Y | -31.0% | +35.6% | -66.5% | -38.1% |
| 3Y | +29.3% | +44.7% | -15.4% | +9.7% |
| 5Y | +48.7% | -37.8% | +86.5% | +48.5% |
| 10Y | +228.0% | +95.1% | +132.9% | +132.2% |
| All | +488.6% | +841.0% | -352.4% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling