+250.5%
LDOS vs CRL
+386.8%
-136.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.8% | -10.1% | -4.0% |
| 7D | -7.2% | -6.1% | -1.1% | -6.2% |
| 30D | +16.8% | +12.4% | +4.5% | +13.1% |
| 3M | -1.6% | +27.1% | -28.7% | -7.7% |
| 6M | -1.0% | +85.7% | -86.7% | -15.8% |
| YTD | -25.8% | +69.2% | -95.0% | -36.0% |
| 1Y | -31.1% | +97.5% | -128.6% | -42.8% |
| 3Y | +32.8% | +86.1% | -53.3% | +5.8% |
| 5Y | +49.4% | -10.0% | +59.4% | +45.2% |
| All | +250.5% | +386.8% | -136.2% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling