+258.8%
LDOS vs CAPR
-69.9%
+328.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.1% |
| 7D | -3.7% | +29.7% | -33.4% | -4.0% |
| 30D | +16.4% | +11.0% | +5.4% | +16.2% |
| 3M | +7.4% | +118.8% | -111.4% | +6.3% |
| 6M | -0.3% | -73.9% | +73.6% | +0.2% |
| YTD | -24.0% | -70.2% | +46.2% | -23.8% |
| 1Y | -29.6% | +38.3% | -67.8% | -32.1% |
| 3Y | +35.1% | +199.7% | -164.5% | +26.0% |
| 5Y | +52.9% | +130.6% | -77.7% | +41.9% |
| All | +258.8% | -69.9% | +328.7% | +223.0% |
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