+858.2%
CRS vs LDOS
+52.3%
+805.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.2% |
| 7D | +4.4% | -1.3% | +5.7% | +4.8% |
| 30D | -19.1% | +10.1% | -29.3% | -22.1% |
| 3M | -43.2% | -4.7% | -38.6% | -42.7% |
| 6M | -28.9% | +5.6% | -34.5% | -31.1% |
| YTD | -3.0% | -25.1% | +22.1% | +5.9% |
| 1Y | -5.3% | -31.7% | +26.4% | +7.8% |
| 3Y | +363.5% | +33.7% | +329.8% | +273.2% |
| 5Y | +858.2% | +54.4% | +803.8% | +612.0% |
| All | +858.2% | +52.3% | +805.9% | +612.0% |
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