+119.9%
DG vs LDOS
+248.5%
-128.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.5% |
| 7D | +1.1% | -7.2% | +8.3% | +2.9% |
| 30D | +9.5% | +16.8% | -7.3% | +5.6% |
| 3M | +5.5% | -1.6% | +7.1% | +5.8% |
| 6M | +16.1% | -1.0% | +17.1% | +15.8% |
| YTD | +2.7% | -25.8% | +28.4% | +9.0% |
| 1Y | +42.1% | -31.1% | +73.2% | +53.5% |
| 3Y | +19.3% | +32.8% | -13.5% | +6.2% |
| 5Y | -35.3% | +49.4% | -84.7% | -44.9% |
| All | +119.9% | +248.5% | -128.5% | +36.4% |
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