+99.4%
DD vs LDOS
+228.4%
-129.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.2% |
| 7D | +6.7% | -3.5% | +10.2% | +8.1% |
| 30D | +19.4% | +9.5% | +9.9% | +14.9% |
| 3M | +7.6% | -6.3% | +13.9% | +9.4% |
| 6M | +2.9% | +2.8% | +0.1% | 0.0% |
| YTD | +29.9% | -26.6% | +56.5% | +42.2% |
| 1Y | +28.6% | -31.3% | +59.9% | +44.9% |
| 3Y | +90.0% | +30.9% | +59.1% | +52.7% |
| 5Y | +68.1% | +49.4% | +18.8% | +23.3% |
| All | +99.4% | +228.4% | -129.0% | +15.8% |
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