-31.2%
LDOS vs CRL
+85.3%
-116.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.3% | +8.0% | +1.6% |
| 7D | -2.8% | -12.8% | +9.9% | -1.2% |
| 30D | +13.6% | +5.0% | +8.6% | +12.2% |
| 3M | +4.2% | +39.4% | -35.1% | -1.9% |
| 6M | -8.2% | +89.4% | -97.6% | -19.2% |
| YTD | -24.1% | +63.6% | -87.7% | -30.9% |
| 1Y | -31.2% | +83.5% | -114.7% | -39.7% |
| All | -31.2% | +85.3% | -116.6% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling