-21.8%
CRH vs LDOS
-28.1%
+6.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -6.1% | -3.1% | -2.9% | -5.5% |
| 30D | -9.3% | -8.2% | -1.1% | -8.0% |
| 3M | -15.2% | +5.9% | -21.1% | -16.3% |
| 6M | -14.2% | -25.2% | +11.0% | -8.6% |
| YTD | -28.3% | -28.1% | -0.1% | -23.0% |
| 1Y | -21.8% | -29.7% | +7.9% | -16.4% |
| All | -21.8% | -28.1% | +6.3% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling