+99.2%
CRH vs LDOS
+38.1%
+61.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -3.6% | -4.2% | +0.6% | -2.6% |
| 30D | -10.8% | -7.9% | -2.9% | -9.2% |
| 3M | -13.5% | +4.1% | -17.6% | -14.7% |
| 6M | -15.4% | -28.2% | +12.8% | -8.7% |
| YTD | -27.6% | -28.5% | +0.9% | -22.0% |
| 1Y | -18.4% | -27.7% | +9.3% | -12.5% |
| 3Y | +72.5% | +38.4% | +34.1% | +52.7% |
| 5Y | +99.2% | +38.0% | +61.2% | +72.4% |
| All | +99.2% | +38.1% | +61.1% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling