+504.7%
CAH vs LDOS
+49.1%
+455.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +8.5% | -7.2% | +15.7% | +9.8% |
| 30D | +17.0% | +16.8% | +0.2% | +13.9% |
| 3M | +14.3% | -1.6% | +15.9% | +14.3% |
| 6M | +42.2% | -1.0% | +43.2% | +41.8% |
| YTD | +33.2% | -25.8% | +58.9% | +39.1% |
| 1Y | +38.2% | -31.1% | +69.3% | +46.8% |
| 3Y | +178.4% | +32.8% | +145.6% | +147.0% |
| All | +504.7% | +49.1% | +455.5% | +434.8% |
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