+512.4%
LDOS vs CASY
+3,265.0%
-2,752.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 3M | +7.4% | -19.1% | +26.5% | +12.2% |
| 6M | -0.3% | -19.9% | +19.6% | +3.5% |
| YTD | -24.0% | +25.2% | -49.2% | -29.6% |
| 1Y | -29.6% | +31.6% | -61.2% | -35.6% |
| 3Y | +35.1% | +155.4% | -120.3% | +2.4% |
| 5Y | +52.9% | +251.5% | -198.6% | +5.2% |
| 10Y | +262.2% | +558.6% | -296.4% | +109.5% |
| All | +512.4% | +3,265.0% | -2,752.6% | +139.7% |
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