+72.2%
CSX vs LDOS
+39.7%
+32.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | -3.4% | -5.4% | +2.0% | -2.6% |
| 30D | -3.1% | +4.9% | -8.0% | -3.9% |
| 3M | +7.2% | +7.2% | 0.0% | +5.9% |
| 6M | +16.2% | -24.2% | +40.4% | +21.0% |
| YTD | +37.5% | -25.8% | +63.4% | +42.9% |
| 1Y | +53.2% | -24.7% | +77.9% | +58.4% |
| All | +72.2% | +39.7% | +32.5% | +52.2% |
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