+41.3%
LDOS vs CRL
+38.0%
+3.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -5.4% | -1.0% | -4.4% | -5.3% |
| 30D | +4.9% | +10.7% | -5.8% | +3.4% |
| 3M | +7.2% | +55.3% | -48.1% | +0.4% |
| 6M | -24.2% | +60.7% | -84.9% | -29.8% |
| YTD | -25.8% | +44.6% | -70.4% | -30.2% |
| 1Y | -24.7% | +77.7% | -102.5% | -31.3% |
| All | +41.3% | +38.0% | +3.3% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling