-39.7%
CAG vs LDOS
+43.9%
-83.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -3.8% | -5.4% | +1.6% | -3.1% |
| 30D | +3.1% | +4.9% | -1.8% | +2.4% |
| 3M | +23.5% | +7.2% | +16.3% | +22.1% |
| 6M | -14.8% | -24.2% | +9.4% | -11.8% |
| YTD | -5.4% | -25.8% | +20.4% | -2.2% |
| 1Y | -11.8% | -24.7% | +12.9% | -9.1% |
| 3Y | -36.7% | +39.3% | -75.9% | -43.8% |
| All | -39.7% | +43.9% | -83.6% | -47.0% |
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