+252.0%
LDOS vs CAPR
-64.9%
+316.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.1% | +2.2% |
| 7D | -5.8% | +36.0% | -41.9% | -6.1% |
| 30D | +11.6% | +25.8% | -14.2% | +11.3% |
| 3M | -1.0% | +140.8% | -141.8% | -2.1% |
| 6M | +5.1% | -67.6% | +72.6% | +5.3% |
| YTD | -24.0% | -65.9% | +41.8% | -23.9% |
| 1Y | -30.3% | +66.1% | -96.4% | -32.9% |
| 3Y | +37.0% | +256.9% | -219.9% | +27.4% |
| 5Y | +53.4% | +172.1% | -118.7% | +42.0% |
| 10Y | +252.0% | -64.7% | +316.7% | +216.0% |
| All | +252.0% | -64.9% | +316.9% | +216.0% |
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