+1,293.8%
CAT vs LDOS
+508.5%
+785.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.5% |
| 7D | -17.1% | -2.8% | -14.3% | -16.4% |
| 30D | -30.1% | +13.6% | -43.7% | -33.9% |
| 3M | -32.4% | +4.2% | -36.6% | -34.3% |
| 6M | -32.1% | -8.2% | -23.9% | -31.3% |
| YTD | +4.1% | -24.1% | +28.2% | +12.5% |
| 1Y | +8.9% | -31.2% | +40.1% | +22.5% |
| 3Y | +155.5% | +35.0% | +120.5% | +108.2% |
| 5Y | +215.5% | +52.6% | +162.9% | +139.3% |
| 10Y | +788.9% | +261.9% | +527.0% | +345.8% |
| All | +1,293.8% | +508.5% | +785.3% | +417.6% |
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 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