+498.1%
LDOS vs CGNX
+1,071.3%
-573.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | -5.4% | +3.0% | -8.4% | -6.0% |
| 30D | +4.9% | -11.8% | +16.7% | +7.3% |
| 3M | +7.2% | -3.6% | +10.8% | +7.0% |
| 6M | -24.2% | +17.4% | -41.6% | -27.9% |
| YTD | -25.8% | +73.7% | -99.5% | -36.1% |
| 1Y | -24.7% | +41.5% | -66.2% | -32.7% |
| 3Y | +39.3% | +34.1% | +5.2% | +21.8% |
| 5Y | +43.3% | -27.3% | +70.6% | +39.4% |
| 10Y | +278.6% | +166.6% | +112.0% | +152.9% |
| All | +498.1% | +1,071.3% | -573.3% | +152.1% |
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 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