+8.6%
CARR vs LDOS
+32.3%
-23.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | -2.3% | -7.2% | +4.9% | -1.0% |
| 30D | -4.4% | +16.8% | -21.2% | -7.3% |
| 3M | -17.8% | -1.6% | -16.2% | -17.7% |
| 6M | -22.2% | -1.0% | -21.3% | -22.1% |
| YTD | +0.7% | -25.8% | +26.5% | +6.8% |
| 1Y | -5.9% | -31.1% | +25.1% | +2.3% |
| 3Y | +8.6% | +32.8% | -24.2% | -4.0% |
| All | +8.6% | +32.3% | -23.7% | -4.0% |
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