+1,683.0%
CSX vs LDOS
+494.7%
+1,188.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.6% |
| 7D | -3.4% | -5.4% | +2.0% | -1.2% |
| 30D | -3.1% | +4.9% | -8.0% | -5.3% |
| 3M | +7.2% | +7.2% | 0.0% | +3.1% |
| 6M | +16.2% | -24.2% | +40.4% | +28.3% |
| YTD | +37.5% | -25.8% | +63.4% | +51.4% |
| 1Y | +53.2% | -24.7% | +77.9% | +67.1% |
| 3Y | +68.2% | +39.3% | +29.0% | +35.1% |
| 5Y | +65.2% | +43.3% | +21.9% | +27.9% |
| 10Y | +504.1% | +278.6% | +225.6% | +192.1% |
| All | +1,683.0% | +494.7% | +1,188.2% | +549.5% |
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