+589.2%
CRS vs LDOS
+495.0%
+94.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.1% |
| 7D | -1.7% | -7.2% | +5.5% | +2.4% |
| 30D | -28.8% | +16.8% | -45.7% | -35.9% |
| 3M | -50.0% | -1.6% | -48.4% | -50.5% |
| 6M | -39.2% | -1.0% | -38.2% | -41.0% |
| YTD | -11.4% | -25.8% | +14.3% | -0.1% |
| 1Y | -11.7% | -31.1% | +19.4% | +4.5% |
| 3Y | +319.6% | +32.8% | +286.9% | +212.8% |
| 5Y | +794.8% | +49.4% | +745.4% | +497.9% |
| 10Y | +926.9% | +253.9% | +673.0% | +307.7% |
| All | +589.2% | +495.0% | +94.2% | +83.9% |
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