-99.9%
DFNS vs LDOS
+39.7%
-139.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.7% |
| 7D | -16.0% | -5.4% | -10.6% | -17.2% |
| 30D | -77.7% | +4.9% | -82.6% | -77.4% |
| 3M | -77.2% | +7.2% | -84.4% | -76.0% |
| 6M | -95.2% | -24.2% | -70.9% | -95.6% |
| YTD | -98.0% | -25.8% | -72.2% | -98.2% |
| 1Y | -98.3% | -24.7% | -73.6% | -98.4% |
| All | -99.9% | +39.7% | -139.6% | -99.9% |
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