+2,076.8%
CRM vs LDOS
+508.8%
+1,568.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.4% |
| 7D | -5.0% | -5.8% | +0.9% | -2.6% |
| 30D | -6.2% | +11.6% | -17.8% | -10.6% |
| 3M | +11.7% | -1.0% | +12.7% | +12.0% |
| 6M | +18.7% | +5.1% | +13.7% | +15.2% |
| YTD | -18.3% | -24.0% | +5.7% | -10.0% |
| 1Y | -9.6% | -30.3% | +20.6% | +3.2% |
| 3Y | +4.3% | +37.0% | -32.7% | -13.7% |
| 5Y | -29.3% | +53.4% | -82.6% | -45.8% |
| 10Y | +188.6% | +252.0% | -63.4% | +43.0% |
| All | +2,076.8% | +508.8% | +1,568.0% | +664.3% |
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