+900.7%
CRS vs LDOS
+248.5%
+652.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.1% |
| 7D | -1.7% | -7.2% | +5.5% | +2.2% |
| 30D | -28.8% | +16.8% | -45.7% | -35.8% |
| 3M | -50.0% | -1.6% | -48.4% | -50.5% |
| 6M | -39.2% | -1.0% | -38.2% | -40.8% |
| YTD | -11.4% | -25.8% | +14.3% | +0.6% |
| 1Y | -11.7% | -31.1% | +19.4% | +5.4% |
| 3Y | +319.6% | +32.8% | +286.9% | +200.3% |
| 5Y | +794.8% | +49.4% | +745.4% | +462.1% |
| All | +900.7% | +248.5% | +652.3% | +234.6% |
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 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