+275.4%
LDOS vs CAPR
-75.6%
+351.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -5.4% | -2.0% | -3.4% | -5.4% |
| 30D | +4.9% | +139.2% | -134.3% | +3.8% |
| 3M | +7.2% | -66.4% | +73.6% | +7.6% |
| 6M | -24.2% | -63.1% | +38.9% | -24.1% |
| YTD | -25.8% | -67.4% | +41.6% | -25.6% |
| 1Y | -24.7% | +58.2% | -83.0% | -27.5% |
| 3Y | +39.3% | +42.2% | -2.9% | +31.4% |
| 5Y | +43.3% | +87.3% | -43.9% | +33.4% |
| All | +275.4% | -75.6% | +351.0% | +244.0% |
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