+498.1%
LDOS vs CASY
+3,586.3%
-3,088.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | +7.2% | -0.6% | +7.8% | +6.2% |
| 6M | -24.2% | +10.7% | -35.0% | -27.2% |
| YTD | -25.8% | +37.1% | -62.9% | -32.5% |
| 1Y | -24.7% | +52.3% | -77.0% | -33.4% |
| 3Y | +39.3% | +215.2% | -175.9% | +0.3% |
| 5Y | +43.3% | +276.5% | -233.2% | -2.7% |
| 10Y | +278.6% | +508.4% | -229.8% | +122.9% |
| All | +498.1% | +3,586.3% | -3,088.2% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling