+14.4%
DBX vs LDOS
+133.1%
-118.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.3% | -8.3% | -6.7% |
| 7D | -8.6% | -5.8% | -2.8% | -7.1% |
| 30D | -5.2% | +11.6% | -16.8% | -8.2% |
| 3M | -6.4% | -1.0% | -5.4% | -6.4% |
| 6M | +12.7% | +5.1% | +7.7% | +10.4% |
| YTD | +17.2% | -24.0% | +41.2% | +24.7% |
| 1Y | +5.5% | -30.3% | +35.8% | +15.0% |
| 3Y | +24.1% | +37.0% | -12.8% | +7.8% |
| 5Y | +14.2% | +53.4% | -39.2% | -6.1% |
| All | +14.4% | +133.1% | -118.7% | -28.0% |
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