+421.0%
CRH vs LDOS
+488.0%
-67.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -1.5% |
| 7D | -1.6% | -3.5% | +1.9% | -0.1% |
| 30D | +17.2% | +9.5% | +7.7% | +12.6% |
| 3M | -3.8% | -6.3% | +2.5% | -1.5% |
| 6M | -15.0% | +2.8% | -17.8% | -17.2% |
| YTD | -23.9% | -26.6% | +2.7% | -15.0% |
| 1Y | -16.2% | -31.3% | +15.0% | -3.8% |
| 3Y | +65.1% | +30.9% | +34.2% | +36.3% |
| 5Y | +109.8% | +49.4% | +60.5% | +57.9% |
| 10Y | +250.3% | +229.4% | +20.8% | +70.3% |
| All | +421.0% | +488.0% | -67.0% | +67.9% |
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