-17.2%
DASH vs LDOS
-27.6%
+10.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.1% |
| 7D | +17.2% | -2.8% | +20.0% | +18.1% |
| 30D | +3.6% | +13.6% | -10.0% | +0.2% |
| 3M | -1.9% | +4.2% | -6.1% | -3.2% |
| 6M | +15.1% | -8.2% | +23.3% | +20.3% |
| YTD | -12.3% | -24.1% | +11.8% | -2.9% |
| 1Y | -17.2% | -31.2% | +14.0% | -2.3% |
| All | -17.2% | -27.6% | +10.4% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling