+57.4%
CAG vs LDOS
+495.0%
-437.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +5.8% | -7.2% | +13.0% | +7.4% |
| 30D | +16.4% | +16.8% | -0.5% | +12.9% |
| 3M | +3.8% | -1.6% | +5.4% | +4.0% |
| 6M | +10.8% | -1.0% | +11.8% | +10.5% |
| YTD | -5.8% | -25.8% | +19.9% | -1.3% |
| 1Y | -2.4% | -31.1% | +28.7% | +3.8% |
| 3Y | -33.4% | +32.8% | -66.2% | -39.3% |
| 5Y | -39.4% | +49.4% | -88.8% | -46.7% |
| 10Y | -37.5% | +253.9% | -291.4% | -55.4% |
| All | +57.4% | +495.0% | -437.6% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling