+16.4%
DBX vs LDOS
+129.9%
-113.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +3.0% |
| 7D | -8.1% | -1.3% | -6.8% | -7.9% |
| 30D | -4.9% | +10.1% | -15.0% | -7.6% |
| 3M | -2.7% | -4.7% | +2.0% | -1.6% |
| 6M | +25.2% | +5.6% | +19.6% | +22.3% |
| YTD | +19.3% | -25.1% | +44.4% | +27.4% |
| 1Y | +6.6% | -31.7% | +38.3% | +16.8% |
| 3Y | +24.6% | +33.7% | -9.1% | +8.9% |
| 5Y | +23.5% | +54.4% | -30.9% | +1.2% |
| All | +16.4% | +129.9% | -113.5% | -26.4% |
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