+74.4%
DE vs LDOS
+39.7%
+34.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +10.0% | -5.4% | +15.4% | +10.7% |
| 30D | +13.3% | +4.9% | +8.4% | +12.3% |
| 3M | +17.5% | +7.2% | +10.3% | +16.2% |
| 6M | +13.6% | -24.2% | +37.8% | +17.8% |
| YTD | +49.8% | -25.8% | +75.6% | +54.9% |
| 1Y | +47.9% | -24.7% | +72.6% | +52.4% |
| All | +74.4% | +39.7% | +34.7% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling