-99.6%
DFNS vs LDOS
-27.6%
-72.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.7% | -19.1% | -18.6% |
| 7D | -27.7% | -2.8% | -24.9% | -27.2% |
| 30D | -58.0% | +13.6% | -71.6% | -60.6% |
| 3M | -94.0% | +4.2% | -98.2% | -94.1% |
| 6M | -94.6% | -8.2% | -86.4% | -94.4% |
| YTD | -99.4% | -24.1% | -75.3% | -99.3% |
| 1Y | -99.6% | -31.2% | -68.4% | -99.5% |
| All | -99.6% | -27.6% | -72.0% | -99.5% |
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