+53.4%
LDOS vs CRL
-6.0%
+59.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.7% |
| 7D | -5.8% | +4.4% | -10.2% | -6.5% |
| 30D | +11.6% | +17.1% | -5.5% | +8.9% |
| 3M | -1.0% | +32.1% | -33.1% | -5.1% |
| 6M | +5.1% | +98.9% | -93.9% | -5.3% |
| YTD | -24.0% | +77.1% | -101.2% | -30.7% |
| 1Y | -30.3% | +110.3% | -140.5% | -37.9% |
| 3Y | +37.0% | +108.5% | -71.5% | +19.2% |
| 5Y | +53.4% | -7.9% | +61.2% | +39.6% |
| All | +53.4% | -6.0% | +59.4% | +39.6% |
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