+1,369.7%
CRWD vs LDOS
+87.1%
+1,282.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.4% | -5.4% | +3.0% | -0.5% |
| 30D | +1.5% | +4.9% | -3.3% | 0.0% |
| 3M | +18.5% | +7.2% | +11.4% | +15.4% |
| 6M | +109.1% | -24.2% | +133.3% | +129.6% |
| YTD | +81.8% | -25.8% | +107.6% | +100.0% |
| 1Y | +106.7% | -24.7% | +131.4% | +126.0% |
| 3Y | +428.7% | +39.3% | +389.4% | +345.3% |
| 5Y | +206.4% | +43.3% | +163.1% | +150.9% |
| All | +1,369.7% | +87.1% | +1,282.6% | +1,048.1% |
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