+46.1%
DE vs LDOS
-27.6%
+73.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | +5.6% | -2.8% | +8.4% | +5.7% |
| 30D | -0.8% | +13.6% | -14.4% | -1.3% |
| 3M | +9.8% | +4.2% | +5.6% | +9.4% |
| 6M | +17.5% | -8.2% | +25.7% | +19.0% |
| YTD | +46.5% | -24.1% | +70.5% | +47.3% |
| 1Y | +46.1% | -31.2% | +77.3% | +50.7% |
| All | +46.1% | -27.6% | +73.7% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling