+58.2%
DD vs LDOS
+52.0%
+6.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | +3.1% | -3.7% | +6.8% | +3.7% |
| 30D | +8.7% | +16.4% | -7.6% | +5.0% |
| 3M | -1.2% | +7.4% | -8.6% | -3.3% |
| 6M | -1.1% | -0.3% | -0.7% | -1.7% |
| YTD | +21.7% | -24.0% | +45.7% | +28.4% |
| 1Y | +24.0% | -29.6% | +53.6% | +34.1% |
| 3Y | +75.6% | +35.1% | +40.5% | +46.8% |
| 5Y | +58.2% | +52.9% | +5.2% | +26.6% |
| All | +58.2% | +52.0% | +6.2% | +26.6% |
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