+418.9%
CRH vs LDOS
+485.4%
-66.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.3% | -1.6% | +0.3% | -0.6% |
| 30D | +18.1% | +8.2% | +9.9% | +14.1% |
| 3M | -3.9% | -8.2% | +4.3% | -0.7% |
| 6M | -13.3% | +5.8% | -19.2% | -16.6% |
| YTD | -24.2% | -27.0% | +2.8% | -15.2% |
| 1Y | -14.9% | -31.0% | +16.1% | -2.4% |
| 3Y | +64.9% | +29.3% | +35.6% | +36.9% |
| 5Y | +109.0% | +48.7% | +60.3% | +57.5% |
| 10Y | +248.9% | +228.0% | +20.9% | +70.0% |
| All | +418.9% | +485.4% | -66.5% | +67.6% |
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