-100.0%
DFNS vs LDOS
+35.4%
-135.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +0.1% | -19.7% | -19.6% |
| 7D | -37.4% | -3.7% | -33.7% | -38.0% |
| 30D | -65.8% | +16.4% | -82.2% | -64.3% |
| 3M | -95.0% | +7.4% | -102.4% | -94.9% |
| 6M | -95.8% | -0.3% | -95.5% | -95.7% |
| YTD | -99.5% | -24.0% | -75.5% | -99.6% |
| 1Y | -99.7% | -29.6% | -70.2% | -99.8% |
| All | -100.0% | +35.4% | -135.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling