+403.7%
DAL vs LDOS
+474.8%
-71.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.4% | +6.8% |
| 7D | +11.1% | -2.8% | +13.9% | +12.4% |
| 30D | +7.7% | +13.6% | -5.9% | +0.9% |
| 3M | -3.5% | +4.2% | -7.8% | -6.5% |
| 6M | +31.3% | -8.2% | +39.5% | +33.9% |
| YTD | +30.0% | -24.1% | +54.1% | +44.2% |
| 1Y | +62.1% | -31.2% | +93.3% | +88.7% |
| 3Y | +176.6% | +35.0% | +141.7% | +119.7% |
| 5Y | +126.2% | +52.6% | +73.6% | +62.6% |
| 10Y | +135.1% | +261.9% | -126.8% | +7.4% |
| All | +403.7% | +474.8% | -71.0% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling