+4.3%
CRM vs LDOS
+35.8%
-31.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.1% |
| 7D | -5.0% | -5.8% | +0.9% | -3.3% |
| 30D | -6.2% | +11.6% | -17.8% | -9.3% |
| 3M | +11.7% | -1.0% | +12.7% | +11.9% |
| 6M | +18.7% | +5.1% | +13.7% | +16.3% |
| YTD | -18.3% | -24.0% | +5.7% | -12.9% |
| 1Y | -9.6% | -30.3% | +20.6% | -1.5% |
| 3Y | +4.3% | +37.0% | -32.7% | -1.9% |
| All | +4.3% | +35.8% | -31.5% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling