+88.2%
DD vs LDOS
+248.5%
-160.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.9% |
| 7D | +4.6% | -7.2% | +11.8% | +7.1% |
| 30D | +11.8% | +16.8% | -5.1% | +4.9% |
| 3M | +2.2% | -1.6% | +3.8% | +1.9% |
| 6M | -1.6% | -1.0% | -0.7% | -3.0% |
| YTD | +23.0% | -25.8% | +48.8% | +34.0% |
| 1Y | +26.9% | -31.1% | +58.0% | +42.8% |
| 3Y | +77.9% | +32.8% | +45.1% | +42.3% |
| 5Y | +59.9% | +49.4% | +10.5% | +17.5% |
| All | +88.2% | +248.5% | -160.2% | +7.9% |
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