+725.3%
CAT vs LDOS
+248.5%
+476.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.7% |
| 7D | -10.3% | -7.2% | -3.1% | -8.1% |
| 30D | -31.2% | +16.8% | -48.0% | -35.3% |
| 3M | -34.7% | -1.6% | -33.1% | -34.9% |
| 6M | -39.5% | -1.0% | -38.5% | -40.2% |
| YTD | -1.7% | -25.8% | +24.1% | +7.2% |
| 1Y | -1.1% | -31.1% | +30.0% | +11.2% |
| 3Y | +143.9% | +32.8% | +111.1% | +96.7% |
| 5Y | +194.8% | +49.4% | +145.4% | +120.4% |
| All | +725.3% | +248.5% | +476.9% | +272.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling