+821.9%
CAH vs LDOS
+495.0%
+326.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.2% |
| 7D | +8.5% | -7.2% | +15.7% | +11.0% |
| 30D | +17.0% | +16.8% | +0.2% | +11.0% |
| 3M | +14.3% | -1.6% | +15.9% | +14.4% |
| 6M | +42.2% | -1.0% | +43.2% | +40.9% |
| YTD | +33.2% | -25.8% | +58.9% | +43.5% |
| 1Y | +38.2% | -31.1% | +69.3% | +52.7% |
| 3Y | +178.4% | +32.8% | +145.6% | +137.3% |
| 5Y | +505.8% | +49.4% | +456.4% | +384.6% |
| 10Y | +447.7% | +253.9% | +193.8% | +219.8% |
| All | +821.9% | +495.0% | +326.9% | +317.9% |
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 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