+18.3%
DBX vs LDOS
-24.0%
+42.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.5% |
| 7D | -2.4% | -5.4% | +3.0% | -1.4% |
| 30D | -0.5% | +4.9% | -5.4% | -1.5% |
| 3M | +28.1% | +7.2% | +20.9% | +24.7% |
| 6M | +33.1% | -24.2% | +57.3% | +36.4% |
| YTD | +25.3% | -25.8% | +51.1% | +28.7% |
| 1Y | +18.3% | -24.7% | +43.1% | +28.5% |
| All | +18.3% | -24.0% | +42.4% | +28.5% |
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