+258.8%
LDOS vs CASY
+555.0%
-296.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -3.7% | +1.8% | -5.5% | -4.1% |
| 30D | +16.4% | +11.2% | +5.2% | +13.3% |
| 3M | +7.4% | -19.1% | +26.5% | +12.5% |
| 6M | -0.3% | -19.9% | +19.6% | +3.9% |
| YTD | -24.0% | +25.2% | -49.2% | -30.6% |
| 1Y | -29.6% | +31.6% | -61.2% | -36.7% |
| 3Y | +35.1% | +155.4% | -120.3% | -3.8% |
| 5Y | +52.9% | +251.5% | -198.6% | -4.5% |
| All | +258.8% | +555.0% | -296.2% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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