-8.5%
CARR vs LDOS
-26.7%
+18.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | +3.2% | -7.1% | +10.4% | +3.7% |
| 30D | -7.7% | -6.1% | -1.6% | -7.3% |
| 3M | -11.9% | +5.6% | -17.5% | -11.5% |
| 6M | +2.0% | -26.9% | +28.9% | +5.0% |
| YTD | +13.2% | -27.9% | +41.1% | +14.8% |
| 1Y | -8.5% | -26.8% | +18.3% | -6.6% |
| All | -8.5% | -26.7% | +18.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling