-30.2%
LDOS vs CAI
-2.4%
-27.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.2% |
| 7D | -5.8% | -20.3% | +14.5% | -4.4% |
| 30D | +11.6% | -13.9% | +25.5% | +12.3% |
| 3M | -1.0% | +12.4% | -13.4% | -3.3% |
| 6M | +5.1% | +58.3% | -53.3% | -1.8% |
| YTD | -24.0% | -5.2% | -18.8% | -25.9% |
| All | -30.2% | -2.4% | -27.9% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling