+778.6%
DE vs LDOS
+248.5%
+530.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.1% |
| 7D | -0.6% | -7.2% | +6.6% | +2.0% |
| 30D | +2.3% | +16.8% | -14.6% | -3.7% |
| 3M | +9.5% | -1.6% | +11.1% | +9.3% |
| 6M | +14.1% | -1.0% | +15.1% | +12.9% |
| YTD | +45.4% | -25.8% | +71.2% | +58.9% |
| 1Y | +42.9% | -31.1% | +74.0% | +60.9% |
| 3Y | +84.8% | +32.8% | +52.0% | +47.9% |
| 5Y | +101.8% | +49.4% | +52.4% | +49.7% |
| All | +778.6% | +248.5% | +530.2% | +381.1% |
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