+264.0%
DD vs LDOS
+509.1%
-245.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | +3.1% | -3.7% | +6.8% | +4.4% |
| 30D | +8.7% | +16.4% | -7.6% | +1.4% |
| 3M | -1.2% | +7.4% | -8.6% | -5.4% |
| 6M | -1.1% | -0.3% | -0.7% | -3.0% |
| YTD | +21.7% | -24.0% | +45.7% | +32.0% |
| 1Y | +24.0% | -29.6% | +53.6% | +39.3% |
| 3Y | +75.6% | +35.1% | +40.5% | +40.1% |
| 5Y | +58.2% | +52.9% | +5.2% | +15.9% |
| 10Y | +88.0% | +262.2% | -174.2% | -12.6% |
| All | +264.0% | +509.1% | -245.1% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling