+801.7%
CRS vs LDOS
+226.9%
+574.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.4% |
| 7D | +4.8% | -1.6% | +6.4% | +5.7% |
| 30D | -23.2% | +8.2% | -31.4% | -27.4% |
| 3M | -45.5% | -8.2% | -37.3% | -43.7% |
| 6M | -33.1% | +5.8% | -39.0% | -37.5% |
| YTD | -7.2% | -27.0% | +19.8% | +6.3% |
| 1Y | -10.0% | -31.0% | +21.0% | +7.1% |
| 3Y | +332.3% | +29.3% | +303.0% | +215.3% |
| 5Y | +801.9% | +48.7% | +753.1% | +468.1% |
| All | +801.7% | +226.9% | +574.8% | +275.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling