+76.0%
DD vs LDOS
+35.4%
+40.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | +3.1% | -3.7% | +6.8% | +3.4% |
| 30D | +8.7% | +16.4% | -7.6% | +6.4% |
| 3M | -1.2% | +7.4% | -8.6% | -2.5% |
| 6M | -1.1% | -0.3% | -0.7% | -1.4% |
| YTD | +21.7% | -24.0% | +45.7% | +26.4% |
| 1Y | +24.0% | -29.6% | +53.6% | +31.5% |
| All | +76.0% | +35.4% | +40.6% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling