+22.6%
CRCL vs LDOS
-7.1%
+29.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +17.1% | -5.4% | +22.5% | +18.9% |
| 30D | +61.3% | +4.9% | +56.4% | +58.4% |
| 3M | +12.7% | +7.2% | +5.5% | +10.7% |
| 6M | -3.1% | -24.2% | +21.2% | +12.3% |
| YTD | +28.7% | -25.8% | +54.5% | +48.1% |
| 1Y | -13.1% | -24.7% | +11.6% | +2.0% |
| All | +22.6% | -7.1% | +29.7% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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