+590.7%
CRS vs LDOS
+509.1%
+81.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -6.6% | -3.7% | -2.9% | -4.9% |
| 30D | -29.5% | +16.4% | -45.9% | -36.4% |
| 3M | -51.1% | +7.4% | -58.5% | -54.1% |
| 6M | -37.3% | -0.3% | -36.9% | -39.3% |
| YTD | -11.2% | -24.0% | +12.8% | -1.2% |
| 1Y | -11.5% | -29.6% | +18.1% | +3.4% |
| 3Y | +324.4% | +35.1% | +289.3% | +213.4% |
| 5Y | +796.6% | +52.9% | +743.7% | +491.2% |
| 10Y | +929.0% | +262.2% | +666.8% | +303.2% |
| All | +590.7% | +509.1% | +81.6% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling