-41.6%
CAG vs LDOS
+51.2%
-92.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.6% |
| 7D | -6.2% | -3.5% | -2.7% | -5.7% |
| 30D | +7.4% | +9.5% | -2.1% | +6.2% |
| 3M | -1.6% | -6.3% | +4.7% | -0.8% |
| 6M | +6.3% | +2.8% | +3.5% | +5.7% |
| YTD | -10.1% | -26.6% | +16.6% | -7.0% |
| 1Y | -10.2% | -31.3% | +21.0% | -6.1% |
| 3Y | -37.3% | +30.9% | -68.2% | -43.8% |
| 5Y | -41.6% | +49.4% | -91.0% | -47.7% |
| All | -41.6% | +51.2% | -92.8% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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