+250.5%
LDOS vs CASY
+553.2%
-302.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -7.2% | +1.1% | -8.3% | -7.5% |
| 30D | +16.8% | +8.7% | +8.2% | +14.5% |
| 3M | -1.6% | -17.3% | +15.7% | +2.6% |
| 6M | -1.0% | -19.7% | +18.8% | +3.1% |
| YTD | -25.8% | +24.8% | -50.6% | -32.2% |
| 1Y | -31.1% | +31.9% | -63.0% | -38.2% |
| 3Y | +32.8% | +155.4% | -122.6% | -5.4% |
| 5Y | +49.4% | +250.6% | -201.2% | -6.6% |
| All | +250.5% | +553.2% | -302.7% | +81.8% |
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