-100.0%
DFNS vs LDOS
+65.4%
-165.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -2.7% |
| 7D | -42.8% | -5.8% | -37.0% | -43.3% |
| 30D | -67.6% | +11.6% | -79.1% | -67.0% |
| 3M | -94.9% | -1.0% | -93.9% | -94.9% |
| 6M | -96.7% | +5.1% | -101.8% | -96.6% |
| YTD | -99.6% | -24.0% | -75.6% | -99.6% |
| 1Y | -99.7% | -30.3% | -69.5% | -99.8% |
| 3Y | -100.0% | +37.0% | -136.9% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.3% | -100.0% |
| All | -100.0% | +65.4% | -165.3% | -100.0% |
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