+411.5%
CAH vs LDOS
+226.9%
+184.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +3.5% | -1.6% | +5.1% | +4.0% |
| 30D | +13.5% | +8.2% | +5.2% | +10.4% |
| 3M | +21.8% | -8.2% | +30.0% | +24.6% |
| 6M | +51.5% | +5.8% | +45.7% | +46.9% |
| YTD | +38.1% | -27.0% | +65.1% | +49.9% |
| 1Y | +37.7% | -31.0% | +68.7% | +52.6% |
| 3Y | +179.6% | +29.3% | +150.3% | +133.9% |
| 5Y | +504.9% | +48.7% | +456.2% | +364.5% |
| All | +411.5% | +226.9% | +184.6% | +215.7% |
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 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