+52.9%
LDOS vs CRL
-16.7%
+69.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.6% |
| 7D | -3.7% | -16.8% | +13.1% | -1.5% |
| 30D | +16.4% | +2.6% | +13.7% | +15.6% |
| 3M | +7.4% | +20.1% | -12.6% | +4.3% |
| 6M | -0.3% | +68.8% | -69.2% | -8.1% |
| YTD | -24.0% | +56.9% | -80.9% | -29.6% |
| 1Y | -29.6% | +86.7% | -116.2% | -36.3% |
| 3Y | +35.1% | +72.1% | -37.0% | +20.7% |
| 5Y | +52.9% | -16.6% | +69.5% | +40.5% |
| All | +52.9% | -16.7% | +69.6% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling