+1,778.2%
CSX vs LDOS
+508.5%
+1,269.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +0.1% | -2.8% | +2.9% | +1.2% |
| 30D | +9.7% | +13.6% | -3.8% | +4.1% |
| 3M | +2.3% | +4.2% | -1.9% | -0.1% |
| 6M | +17.1% | -8.2% | +25.3% | +19.4% |
| YTD | +44.9% | -24.1% | +69.0% | +57.5% |
| 1Y | +47.1% | -31.2% | +78.3% | +66.7% |
| 3Y | +78.6% | +35.0% | +43.6% | +45.4% |
| 5Y | +57.2% | +52.6% | +4.6% | +18.1% |
| 10Y | +479.2% | +261.9% | +217.3% | +185.6% |
| All | +1,778.2% | +508.5% | +1,269.8% | +575.7% |
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