-99.7%
DFNS vs LDOS
-31.2%
-68.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.3% | -9.9% | -11.3% |
| 7D | -44.0% | -7.2% | -36.8% | -42.5% |
| 30D | -69.1% | +16.8% | -86.0% | -71.6% |
| 3M | -95.6% | -1.6% | -94.0% | -95.6% |
| 6M | -96.2% | -1.0% | -95.2% | -96.2% |
| YTD | -99.6% | -25.8% | -73.8% | -99.5% |
| 1Y | -99.7% | -31.1% | -68.7% | -99.6% |
| All | -99.7% | -31.2% | -68.5% | -99.6% |
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