+250.5%
LDOS vs CAPR
-68.5%
+319.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -2.3% |
| 7D | -7.2% | +41.1% | -48.3% | -7.5% |
| 30D | +16.8% | +11.1% | +5.7% | +16.7% |
| 3M | -1.6% | +115.3% | -116.9% | -2.6% |
| 6M | -1.0% | -73.8% | +72.8% | -0.5% |
| YTD | -25.8% | -68.8% | +43.0% | -25.6% |
| 1Y | -31.1% | +43.3% | -74.4% | -33.5% |
| 3Y | +32.8% | +214.7% | -181.9% | +23.8% |
| 5Y | +49.4% | +141.3% | -91.9% | +38.6% |
| All | +250.5% | -68.5% | +319.0% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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