+445.7%
CSX vs LDOS
+256.7%
+189.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -2.7% | -3.7% | +1.0% | -1.4% |
| 30D | +7.0% | +16.4% | -9.4% | +1.1% |
| 3M | -0.3% | +7.4% | -7.7% | -3.5% |
| 6M | +13.5% | -0.3% | +13.9% | +12.4% |
| YTD | +41.5% | -24.0% | +65.5% | +53.3% |
| 1Y | +45.8% | -29.6% | +75.3% | +62.9% |
| 3Y | +74.4% | +35.1% | +39.3% | +40.3% |
| 5Y | +53.6% | +52.9% | +0.7% | +13.5% |
| All | +445.7% | +256.7% | +189.0% | +165.1% |
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 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