+512.4%
LDOS vs CRL
+611.4%
-99.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +1.1% |
| 7D | -3.7% | -16.8% | +13.1% | +0.4% |
| 30D | +16.4% | +2.6% | +13.7% | +15.0% |
| 3M | +7.4% | +20.1% | -12.6% | +1.8% |
| 6M | -0.3% | +68.8% | -69.2% | -14.0% |
| YTD | -24.0% | +56.9% | -80.9% | -33.8% |
| 1Y | -29.6% | +86.7% | -116.2% | -41.4% |
| 3Y | +35.1% | +72.1% | -37.0% | +8.6% |
| 5Y | +52.9% | -16.6% | +69.5% | +45.5% |
| 10Y | +262.2% | +359.0% | -96.8% | +96.7% |
| All | +512.4% | +611.4% | -99.0% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling