+69.7%
DD vs LDOS
+278.0%
-208.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -3.5% | -5.4% | +1.9% | -1.5% |
| 30D | -10.3% | +4.9% | -15.2% | -12.2% |
| 3M | -7.5% | +7.2% | -14.7% | -10.7% |
| 6M | -8.0% | -24.2% | +16.2% | +1.3% |
| YTD | +10.5% | -25.8% | +36.3% | +21.2% |
| 1Y | +38.3% | -24.7% | +63.0% | +50.6% |
| 3Y | +42.5% | +39.3% | +3.2% | +12.3% |
| 5Y | +60.2% | +43.3% | +16.9% | +21.5% |
| All | +69.7% | +278.0% | -208.3% | -1.7% |
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