+515.8%
CAH vs LDOS
+52.3%
+463.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.6% |
| 7D | +5.9% | -1.3% | +7.2% | +6.1% |
| 30D | +16.5% | +10.1% | +6.4% | +14.6% |
| 3M | +15.7% | -4.7% | +20.4% | +16.4% |
| 6M | +52.7% | +5.6% | +47.1% | +50.4% |
| YTD | +36.3% | -25.1% | +61.4% | +42.1% |
| 1Y | +36.7% | -31.7% | +68.4% | +45.6% |
| 3Y | +178.2% | +33.7% | +144.4% | +146.7% |
| 5Y | +515.8% | +54.4% | +461.4% | +432.5% |
| All | +515.8% | +52.3% | +463.5% | +432.5% |
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