+249.4%
LDOS vs CRL
+353.6%
-104.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.6% |
| 7D | +1.9% | -1.7% | +3.6% | +2.0% |
| 30D | +12.8% | +14.6% | -1.8% | +8.7% |
| 3M | -1.0% | +24.8% | -25.9% | -6.8% |
| 6M | +6.2% | +94.7% | -88.5% | -10.7% |
| YTD | -23.2% | +73.4% | -96.6% | -34.1% |
| 1Y | -29.5% | +104.7% | -134.1% | -42.0% |
| 3Y | +37.1% | +101.1% | -64.0% | +7.0% |
| 5Y | +55.6% | -10.8% | +66.4% | +52.5% |
| 10Y | +249.4% | +358.8% | -109.4% | +83.8% |
| All | +249.4% | +353.6% | -104.2% | +83.8% |
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