+21.7%
DBX vs LDOS
+127.8%
-106.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.4% |
| 7D | -4.4% | -7.2% | +2.8% | -2.4% |
| 30D | +4.8% | +16.8% | -12.1% | +0.2% |
| 3M | +0.3% | -1.6% | +1.9% | +0.6% |
| 6M | +40.4% | -1.0% | +41.4% | +39.8% |
| YTD | +24.7% | -25.8% | +50.4% | +33.6% |
| 1Y | +20.9% | -31.1% | +52.0% | +32.3% |
| 3Y | +34.5% | +32.8% | +1.7% | +17.9% |
| 5Y | +24.6% | +49.4% | -24.8% | +3.3% |
| All | +21.7% | +127.8% | -106.1% | -22.8% |
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