-5.1%
DASH vs LDOS
+41.2%
-46.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.4% |
| 7D | +0.5% | -3.7% | +4.2% | +1.5% |
| 30D | -7.1% | +16.4% | -23.5% | -10.5% |
| 3M | -13.2% | +7.4% | -20.6% | -14.9% |
| 6M | +8.3% | -0.3% | +8.6% | +7.9% |
| YTD | -20.6% | -24.0% | +3.5% | -15.4% |
| 1Y | -24.4% | -29.6% | +5.2% | -18.1% |
| 3Y | +94.5% | +35.1% | +59.4% | +73.7% |
| 5Y | -9.4% | +52.9% | -62.4% | -22.8% |
| All | -5.1% | +41.2% | -46.3% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling