+498.1%
LDOS vs CRL
+555.7%
-57.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -5.4% | -1.0% | -4.4% | -5.2% |
| 30D | +4.9% | +10.7% | -5.8% | +2.2% |
| 3M | +7.2% | +55.3% | -48.1% | -4.6% |
| 6M | -24.2% | +60.7% | -84.9% | -33.9% |
| YTD | -25.8% | +44.6% | -70.4% | -33.6% |
| 1Y | -24.7% | +77.7% | -102.5% | -36.3% |
| 3Y | +39.3% | +37.6% | +1.7% | +19.4% |
| 5Y | +43.3% | -35.8% | +79.1% | +47.8% |
| 10Y | +278.6% | +241.7% | +36.8% | +123.4% |
| All | +498.1% | +555.7% | -57.6% | +189.7% |
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