+10.9%
CARR vs LDOS
+30.5%
-19.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.5% | -1.6% | +5.1% | +3.7% |
| 30D | +0.4% | +8.2% | -7.9% | -1.3% |
| 3M | -14.1% | -8.2% | -5.9% | -13.0% |
| 6M | -16.7% | +5.8% | -22.5% | -17.9% |
| YTD | +4.2% | -27.0% | +31.2% | +10.8% |
| 1Y | -0.2% | -31.0% | +30.8% | +8.1% |
| 3Y | +10.9% | +29.3% | -18.4% | +0.9% |
| All | +10.9% | +30.5% | -19.6% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling