-100.0%
DFNS vs LDOS
+61.6%
-161.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -9.9% | -12.6% |
| 7D | -44.0% | -7.2% | -36.8% | -44.6% |
| 30D | -69.1% | +16.8% | -86.0% | -68.4% |
| 3M | -95.6% | -1.6% | -94.0% | -95.6% |
| 6M | -96.2% | -1.0% | -95.2% | -96.1% |
| YTD | -99.6% | -25.8% | -73.8% | -99.6% |
| 1Y | -99.7% | -31.1% | -68.7% | -99.8% |
| 3Y | -100.0% | +32.8% | -132.8% | -100.0% |
| 5Y | -100.0% | +49.4% | -149.4% | -100.0% |
| All | -100.0% | +61.6% | -161.6% | -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