+1.0%
CRM vs LDOS
-26.8%
+27.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -8.1% | -2.1% | -6.0% | -7.4% |
| 30D | +23.1% | -8.0% | +31.1% | +26.4% |
| 3M | +42.5% | +6.8% | +35.7% | +39.4% |
| 6M | +25.3% | -24.5% | +49.8% | +34.9% |
| YTD | -7.8% | -27.8% | +20.0% | +0.6% |
| 1Y | +1.0% | -27.4% | +28.4% | +6.1% |
| All | +1.0% | -26.8% | +27.9% | +6.1% |
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