+436.5%
CARR vs LDOS
+83.6%
+352.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.2% |
| 7D | +3.2% | -7.1% | +10.4% | +5.4% |
| 30D | -7.7% | -6.1% | -1.6% | -6.1% |
| 3M | -11.9% | +5.6% | -17.5% | -13.8% |
| 6M | +2.0% | -26.9% | +28.9% | +11.6% |
| YTD | +13.2% | -27.9% | +41.1% | +23.1% |
| 1Y | -8.5% | -26.8% | +18.3% | -1.1% |
| 3Y | +5.0% | +39.6% | -34.6% | -11.7% |
| 5Y | +12.0% | +39.4% | -27.4% | -7.2% |
| All | +436.5% | +83.6% | +352.9% | +276.5% |
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 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