+24.2%
DBX vs LDOS
+51.2%
-27.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.5% |
| 7D | -6.3% | -3.5% | -2.8% | -5.6% |
| 30D | -5.9% | +9.5% | -15.4% | -7.9% |
| 3M | -0.4% | -6.3% | +5.9% | +0.8% |
| 6M | +29.8% | +2.8% | +27.0% | +28.0% |
| YTD | +20.5% | -26.6% | +47.2% | +27.1% |
| 1Y | +8.7% | -31.3% | +39.9% | +16.2% |
| 3Y | +25.9% | +30.9% | -5.0% | +13.3% |
| 5Y | +24.2% | +49.4% | -25.2% | +7.4% |
| All | +24.2% | +51.2% | -27.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling