+107.4%
DE vs LDOS
+52.3%
+55.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.1% |
| 7D | +2.3% | -1.3% | +3.6% | +2.5% |
| 30D | +9.3% | +10.1% | -0.8% | +6.9% |
| 3M | +12.2% | -4.7% | +16.9% | +13.0% |
| 6M | +18.1% | +5.6% | +12.5% | +15.7% |
| YTD | +49.8% | -25.1% | +74.9% | +59.1% |
| 1Y | +46.4% | -31.7% | +78.1% | +59.8% |
| 3Y | +92.5% | +33.7% | +58.8% | +56.5% |
| 5Y | +107.4% | +54.4% | +53.0% | +60.6% |
| All | +107.4% | +52.3% | +55.1% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling