+1,814.0%
CAT vs LDOS
+494.7%
+1,319.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +1.7% | -5.4% | +7.1% | +3.9% |
| 30D | -6.6% | +4.9% | -11.4% | -8.7% |
| 3M | -13.3% | +7.2% | -20.5% | -16.7% |
| 6M | +11.6% | -24.2% | +35.9% | +22.8% |
| YTD | +42.9% | -25.8% | +68.8% | +57.0% |
| 1Y | +95.4% | -24.7% | +120.2% | +112.8% |
| 3Y | +196.6% | +39.3% | +157.3% | +139.0% |
| 5Y | +321.7% | +43.3% | +278.3% | +230.7% |
| 10Y | +1,140.8% | +278.6% | +862.2% | +513.8% |
| All | +1,814.0% | +494.7% | +1,319.3% | +622.8% |
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