+8.6%
CARR vs LDOS
+42.3%
-33.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | +1.6% | -5.4% | +7.0% | +2.7% |
| 30D | -8.7% | +4.9% | -13.6% | -9.7% |
| 3M | -12.6% | +7.2% | -19.8% | -13.8% |
| 6M | -1.5% | -24.2% | +22.7% | +5.3% |
| YTD | +14.3% | -25.8% | +40.1% | +21.8% |
| 1Y | -4.6% | -24.7% | +20.1% | +1.3% |
| All | +8.6% | +42.3% | -33.6% | -8.3% |
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