+504.6%
CSX vs LDOS
+278.0%
+226.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -3.4% | -5.4% | +2.0% | -1.4% |
| 30D | -3.1% | +4.9% | -8.0% | -5.1% |
| 3M | +7.2% | +7.2% | 0.0% | +3.5% |
| 6M | +16.2% | -24.2% | +40.4% | +27.7% |
| YTD | +37.5% | -25.8% | +63.4% | +50.7% |
| 1Y | +53.2% | -24.7% | +77.9% | +66.3% |
| 3Y | +68.2% | +39.3% | +29.0% | +33.5% |
| 5Y | +65.2% | +43.3% | +21.9% | +26.3% |
| All | +504.6% | +278.0% | +226.5% | +204.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling