+230.5%
DD vs LDOS
+494.7%
-264.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | -3.5% | -5.4% | +1.9% | -1.2% |
| 30D | -10.3% | +4.9% | -15.2% | -12.4% |
| 3M | -7.5% | +7.2% | -14.7% | -11.3% |
| 6M | -8.0% | -24.2% | +16.2% | +2.0% |
| YTD | +10.5% | -25.8% | +36.3% | +22.1% |
| 1Y | +38.3% | -24.7% | +63.0% | +51.6% |
| 3Y | +42.5% | +39.3% | +3.2% | +12.4% |
| 5Y | +60.2% | +43.3% | +16.9% | +21.6% |
| 10Y | +68.9% | +278.6% | -209.7% | -22.9% |
| All | +230.5% | +494.7% | -264.3% | +6.0% |
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 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