+441.9%
CARR vs LDOS
+89.0%
+352.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +1.6% | -5.4% | +7.0% | +3.2% |
| 30D | -8.7% | +4.9% | -13.6% | -10.2% |
| 3M | -12.6% | +7.2% | -19.8% | -14.7% |
| 6M | -1.5% | -24.2% | +22.7% | +6.5% |
| YTD | +14.3% | -25.8% | +40.1% | +23.3% |
| 1Y | -4.6% | -24.7% | +20.1% | +2.4% |
| 3Y | +7.3% | +39.3% | -31.9% | -9.4% |
| 5Y | +11.6% | +43.3% | -31.7% | -8.2% |
| All | +441.9% | +89.0% | +352.9% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling