+73.1%
CAVA vs LDOS
+32.3%
+40.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | +0.7% | -7.2% | +7.9% | +2.8% |
| 30D | +13.6% | +16.8% | -3.3% | +8.7% |
| 3M | -4.9% | -1.6% | -3.4% | -4.8% |
| 6M | -33.9% | -1.0% | -32.9% | -33.6% |
| YTD | +0.8% | -25.8% | +26.6% | +11.3% |
| 1Y | +27.0% | -31.1% | +58.0% | +44.9% |
| 3Y | +73.1% | +32.8% | +40.3% | +23.0% |
| All | +73.1% | +32.3% | +40.8% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling