-3.5%
CRM vs LDOS
+41.1%
-44.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.1% |
| 7D | -3.5% | -7.1% | +3.7% | -1.4% |
| 30D | +29.3% | -6.1% | +35.3% | +31.7% |
| 3M | +36.8% | +5.6% | +31.2% | +34.3% |
| 6M | +23.9% | -26.9% | +50.8% | +34.6% |
| YTD | -5.5% | -27.9% | +22.4% | +2.7% |
| 1Y | -0.4% | -26.8% | +26.4% | +7.6% |
| 3Y | +12.8% | +39.6% | -26.8% | -0.2% |
| 5Y | -3.5% | +39.4% | -42.9% | -15.4% |
| All | -3.5% | +41.1% | -44.6% | -15.4% |
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