+58.8%
CART vs LDOS
-31.3%
+90.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +1.2% | -3.7% | +4.9% | +1.9% |
| 30D | +27.1% | +16.4% | +10.7% | +23.1% |
| 3M | +27.4% | +7.4% | +20.0% | +25.2% |
| 6M | +32.1% | -0.3% | +32.5% | +32.0% |
| YTD | +28.5% | -24.0% | +52.5% | +37.1% |
| 1Y | +58.8% | -29.6% | +88.4% | +77.6% |
| All | +58.8% | -31.3% | +90.1% | +77.6% |
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