-30.2%
LDOS vs CAKE
+136.7%
-167.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.6% | +2.3% |
| 7D | -5.8% | -1.8% | -4.1% | -5.9% |
| 30D | +11.6% | +2.3% | +9.3% | +11.6% |
| 3M | -1.0% | +3.9% | -4.9% | -1.0% |
| 6M | +5.1% | +81.4% | -76.3% | +7.3% |
| YTD | -24.0% | +122.5% | -146.6% | -26.9% |
| All | -30.2% | +136.7% | -167.0% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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