-10.8%
LDOS vs CAI
-14.7%
+3.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.1% |
| 7D | -1.6% | -8.7% | +7.1% | -0.9% |
| 30D | +8.2% | -23.8% | +32.1% | +10.2% |
| 3M | -8.2% | +3.9% | -12.1% | -9.7% |
| 6M | +5.8% | +56.8% | -51.0% | -0.9% |
| YTD | -27.0% | -14.6% | -12.4% | -27.9% |
| 1Y | -31.0% | -5.2% | -25.8% | -32.6% |
| All | -10.8% | -14.7% | +3.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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