+793.2%
DE vs LDOS
+262.7%
+530.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.1% |
| 7D | +3.5% | -5.8% | +9.4% | +5.7% |
| 30D | +11.3% | +11.6% | -0.2% | +6.8% |
| 3M | +11.6% | -1.0% | +12.6% | +11.2% |
| 6M | +20.9% | +5.1% | +15.8% | +16.9% |
| YTD | +49.7% | -24.0% | +73.7% | +62.2% |
| 1Y | +49.5% | -30.3% | +79.7% | +67.8% |
| 3Y | +94.7% | +37.0% | +57.7% | +53.9% |
| 5Y | +107.4% | +53.4% | +54.0% | +52.3% |
| 10Y | +793.2% | +252.0% | +541.2% | +402.9% |
| All | +793.2% | +262.7% | +530.5% | +402.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling