+74.5%
CSX vs LDOS
+35.4%
+39.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -2.7% | -3.7% | +1.0% | -2.2% |
| 30D | +7.0% | +16.4% | -9.4% | +4.8% |
| 3M | -0.3% | +7.4% | -7.7% | -1.5% |
| 6M | +13.5% | -0.3% | +13.9% | +13.3% |
| YTD | +41.5% | -24.0% | +65.5% | +46.1% |
| 1Y | +45.8% | -29.6% | +75.3% | +52.9% |
| All | +74.5% | +35.4% | +39.1% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling