-9.0%
CRS vs LDOS
-29.6%
+20.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.6% |
| 7D | +0.2% | +1.9% | -1.7% | +0.2% |
| 30D | -22.9% | +12.8% | -35.7% | -23.1% |
| 3M | -46.8% | -1.0% | -45.8% | -46.4% |
| 6M | -30.4% | +6.2% | -36.6% | -29.6% |
| YTD | -5.4% | -23.2% | +17.9% | -3.9% |
| 1Y | -9.0% | -29.5% | +20.5% | -2.5% |
| All | -9.0% | -29.6% | +20.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling