+741.1%
DECK vs LDOS
+278.0%
+463.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | -2.2% | -5.4% | +3.2% | -0.3% |
| 30D | -13.6% | +4.9% | -18.5% | -15.2% |
| 3M | -21.2% | +7.2% | -28.4% | -23.6% |
| 6M | -21.1% | -24.2% | +3.2% | -13.7% |
| YTD | -17.2% | -25.8% | +8.6% | -9.6% |
| 1Y | -30.7% | -24.7% | -6.0% | -25.0% |
| 3Y | -3.4% | +39.3% | -42.6% | -19.5% |
| 5Y | +25.5% | +43.3% | -17.8% | +0.4% |
| All | +741.1% | +278.0% | +463.1% | +353.1% |
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