+11.7%
DASH vs LDOS
+37.9%
-26.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | -10.6% | -5.4% | -5.2% | -9.4% |
| 30D | +2.2% | +4.9% | -2.7% | +0.8% |
| 3M | +32.3% | +7.2% | +25.1% | +29.4% |
| 6M | +19.1% | -24.2% | +43.4% | +27.4% |
| YTD | -6.5% | -25.8% | +19.3% | +0.2% |
| 1Y | -14.9% | -24.7% | +9.8% | -9.2% |
| 3Y | +151.9% | +39.3% | +112.7% | +123.1% |
| 5Y | +9.4% | +43.3% | -33.9% | -5.3% |
| All | +11.7% | +37.9% | -26.2% | -5.2% |
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