+738.6%
CAH vs LDOS
+494.7%
+243.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +5.4% | -5.4% | +10.8% | +7.2% |
| 30D | +3.3% | +4.9% | -1.6% | +1.4% |
| 3M | +22.8% | +7.2% | +15.6% | +18.9% |
| 6M | +11.3% | -24.2% | +35.5% | +20.7% |
| YTD | +21.1% | -25.8% | +46.9% | +30.9% |
| 1Y | +67.2% | -24.7% | +91.9% | +79.6% |
| 3Y | +195.6% | +39.3% | +156.3% | +147.8% |
| 5Y | +413.8% | +43.3% | +370.5% | +318.2% |
| 10Y | +309.6% | +278.6% | +31.0% | +134.0% |
| All | +738.6% | +494.7% | +243.9% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling