+442.0%
CAH vs LDOS
+248.5%
+193.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.2% |
| 7D | +8.5% | -7.2% | +15.7% | +11.0% |
| 30D | +17.0% | +16.8% | +0.2% | +11.0% |
| 3M | +14.6% | -1.6% | +16.2% | +14.6% |
| 6M | +42.5% | -1.0% | +43.5% | +41.4% |
| YTD | +33.5% | -25.8% | +59.2% | +44.3% |
| 1Y | +38.5% | -31.1% | +69.6% | +53.9% |
| 3Y | +179.0% | +32.8% | +146.2% | +130.8% |
| 5Y | +507.2% | +49.4% | +457.8% | +365.3% |
| All | +442.0% | +248.5% | +193.6% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling