+35.9%
LDOS vs CAPR
+200.7%
-164.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.1% |
| 7D | -3.7% | +29.7% | -33.4% | -3.8% |
| 30D | +16.4% | +11.0% | +5.4% | +16.3% |
| 3M | +7.4% | +118.8% | -111.4% | +7.2% |
| 6M | -0.3% | -73.9% | +73.6% | -0.2% |
| YTD | -24.0% | -70.2% | +46.2% | -24.0% |
| 1Y | -29.6% | +38.3% | -67.8% | -30.3% |
| All | +35.9% | +200.7% | -164.8% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling