+99.9%
DD vs LDOS
+241.3%
-141.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.1% |
| 7D | +3.2% | -1.3% | +4.6% | +3.7% |
| 30D | +20.3% | +10.1% | +10.2% | +15.5% |
| 3M | +8.2% | -4.7% | +12.8% | +9.2% |
| 6M | +3.4% | +5.6% | -2.2% | -0.5% |
| YTD | +30.6% | -25.1% | +55.7% | +41.9% |
| 1Y | +30.6% | -31.7% | +62.3% | +47.7% |
| 3Y | +91.1% | +33.7% | +57.4% | +52.5% |
| 5Y | +68.6% | +54.4% | +14.2% | +22.0% |
| 10Y | +99.9% | +236.4% | -136.5% | +16.2% |
| All | +99.9% | +241.3% | -141.4% | +16.2% |
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