+180.3%
DAL vs LDOS
+35.2%
+145.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.4% | +7.0% |
| 7D | +11.1% | -2.8% | +13.9% | +11.8% |
| 30D | +7.7% | +13.6% | -5.9% | +4.1% |
| 3M | -3.5% | +4.2% | -7.8% | -5.0% |
| 6M | +31.3% | -8.2% | +39.5% | +34.4% |
| YTD | +30.0% | -24.1% | +54.1% | +41.6% |
| 1Y | +62.1% | -31.2% | +93.3% | +82.9% |
| All | +180.3% | +35.2% | +145.0% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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