-8.2%
LDOS vs CAPR
-71.4%
+63.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.5% | +0.8% |
| 7D | -2.8% | +43.2% | -46.0% | -2.4% |
| 30D | +13.6% | +14.7% | -1.1% | +13.8% |
| 3M | +4.2% | +113.9% | -109.7% | +5.4% |
| 6M | -8.2% | -73.4% | +65.2% | -17.0% |
| All | -8.2% | -71.4% | +63.2% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling