+61.7%
DD vs LDOS
+49.1%
+12.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | +4.6% | -7.2% | +11.8% | +6.0% |
| 30D | +11.8% | +16.8% | -5.1% | +7.7% |
| 3M | +2.2% | -1.6% | +3.8% | +2.0% |
| 6M | -1.6% | -1.0% | -0.7% | -2.2% |
| YTD | +23.0% | -25.8% | +48.8% | +30.4% |
| 1Y | +26.9% | -31.1% | +58.0% | +37.8% |
| 3Y | +77.9% | +32.8% | +45.1% | +48.9% |
| All | +61.7% | +49.1% | +12.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling