+183.3%
CAT vs LDOS
+49.1%
+134.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | -10.3% | -7.2% | -3.1% | -9.0% |
| 30D | -31.2% | +16.8% | -48.0% | -33.8% |
| 3M | -34.7% | -1.6% | -33.1% | -34.8% |
| 6M | -39.5% | -1.0% | -38.5% | -39.6% |
| YTD | -1.7% | -25.8% | +24.1% | +5.5% |
| 1Y | -1.1% | -31.1% | +30.0% | +8.7% |
| 3Y | +143.9% | +32.8% | +111.1% | +100.1% |
| All | +183.3% | +49.1% | +134.1% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling