+45.2%
LDOS vs CASY
+276.6%
-231.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +4.9% | -11.3% | +16.2% | +6.4% |
| 3M | +7.2% | -0.6% | +7.8% | +6.6% |
| 6M | -24.2% | +10.7% | -35.0% | -26.3% |
| YTD | -25.8% | +37.1% | -62.9% | -30.6% |
| 1Y | -24.7% | +52.3% | -77.0% | -31.1% |
| 3Y | +39.3% | +215.2% | -175.9% | +8.5% |
| All | +45.2% | +276.6% | -231.4% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling