+406.1%
CAH vs LDOS
+228.4%
+177.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | +3.9% | -3.5% | +7.3% | +5.0% |
| 30D | +16.0% | +9.5% | +6.5% | +12.4% |
| 3M | +19.1% | -6.3% | +25.4% | +21.0% |
| 6M | +53.0% | +2.8% | +50.2% | +49.8% |
| YTD | +36.6% | -26.6% | +63.3% | +48.1% |
| 1Y | +37.4% | -31.3% | +68.7% | +52.6% |
| 3Y | +178.8% | +30.9% | +147.9% | +132.1% |
| 5Y | +498.6% | +49.4% | +449.2% | +359.0% |
| All | +406.1% | +228.4% | +177.8% | +211.9% |
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