+332.3%
CRS vs LDOS
+30.5%
+301.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | +4.8% | -1.6% | +6.4% | +5.1% |
| 30D | -23.2% | +8.2% | -31.4% | -25.0% |
| 3M | -45.5% | -8.2% | -37.3% | -44.5% |
| 6M | -33.1% | +5.8% | -39.0% | -34.5% |
| YTD | -7.2% | -27.0% | +19.8% | +1.1% |
| 1Y | -10.0% | -31.0% | +21.0% | +0.4% |
| 3Y | +332.3% | +29.3% | +303.0% | +193.5% |
| All | +332.3% | +30.5% | +301.8% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling