+2,103.5%
CRM vs LDOS
+488.0%
+1,615.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.7% |
| 7D | -2.2% | -3.5% | +1.3% | -0.8% |
| 30D | -8.6% | +9.5% | -18.1% | -12.2% |
| 3M | +12.7% | -6.3% | +19.0% | +15.6% |
| 6M | +27.6% | +2.8% | +24.7% | +24.8% |
| YTD | -17.3% | -26.6% | +9.3% | -7.6% |
| 1Y | -10.8% | -31.3% | +20.5% | +2.4% |
| 3Y | +3.8% | +30.9% | -27.1% | -12.5% |
| 5Y | -27.7% | +49.4% | -77.1% | -44.0% |
| 10Y | +197.3% | +229.4% | -32.2% | +51.6% |
| All | +2,103.5% | +488.0% | +1,615.5% | +684.6% |
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