+923.3%
DECK vs LDOS
+257.0%
+666.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.7% |
| 7D | +10.4% | -2.8% | +13.2% | +11.4% |
| 30D | +11.1% | +13.6% | -2.5% | +6.0% |
| 3M | -10.8% | +4.2% | -15.0% | -12.5% |
| 6M | -8.7% | -8.2% | -0.5% | -6.9% |
| YTD | -14.0% | -24.1% | +10.0% | -7.1% |
| 1Y | +12.0% | -31.2% | +43.3% | +25.5% |
| 3Y | -10.5% | +35.0% | -45.4% | -24.5% |
| 5Y | +28.5% | +52.6% | -24.1% | 0.0% |
| 10Y | +923.3% | +261.9% | +661.4% | +530.8% |
| All | +923.3% | +257.0% | +666.3% | +530.8% |
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 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