+765.7%
CRS vs LDOS
+49.1%
+716.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | -1.7% | -7.2% | +5.5% | +0.4% |
| 30D | -28.8% | +16.8% | -45.7% | -32.8% |
| 3M | -50.0% | -1.6% | -48.4% | -50.1% |
| 6M | -39.2% | -1.0% | -38.2% | -39.6% |
| YTD | -11.4% | -25.8% | +14.3% | -3.1% |
| 1Y | -11.7% | -31.1% | +19.4% | 0.0% |
| 3Y | +319.6% | +32.8% | +286.9% | +238.8% |
| All | +765.7% | +49.1% | +716.5% | +563.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling