+37.4%
CAVA vs LDOS
+61.0%
-23.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.2% |
| 7D | -1.5% | -7.1% | +5.6% | +0.4% |
| 30D | -3.7% | -6.1% | +2.4% | -2.1% |
| 3M | -18.3% | +5.6% | -23.9% | -19.9% |
| 6M | -23.5% | -26.9% | +3.4% | -14.7% |
| YTD | +2.5% | -27.9% | +30.4% | +13.9% |
| 1Y | -8.0% | -26.8% | +18.8% | +1.4% |
| 3Y | +53.5% | +39.6% | +13.9% | +27.1% |
| All | +37.4% | +61.0% | -23.6% | +32.7% |
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