-5.3%
CRS vs LDOS
-31.1%
+25.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +2.5% |
| 7D | +4.4% | -1.3% | +5.7% | +4.3% |
| 30D | -19.1% | +10.1% | -29.3% | -19.4% |
| 3M | -43.2% | -4.7% | -38.6% | -42.8% |
| 6M | -28.9% | +5.6% | -34.5% | -28.2% |
| YTD | -3.0% | -25.1% | +22.1% | -1.5% |
| 1Y | -5.3% | -31.7% | +26.4% | +2.4% |
| All | -5.3% | -31.1% | +25.8% | +2.4% |
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