+46.6%
DE vs LDOS
-29.6%
+76.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +3.3% | +1.9% | +1.4% | +3.2% |
| 30D | +10.7% | +12.8% | -2.0% | +10.2% |
| 3M | +13.1% | -1.0% | +14.1% | +13.2% |
| 6M | +20.2% | +6.2% | +14.0% | +20.1% |
| YTD | +48.9% | -23.2% | +72.1% | +49.5% |
| 1Y | +46.6% | -29.5% | +76.1% | +52.6% |
| All | +46.6% | -29.6% | +76.2% | +52.6% |
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 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