+101.5%
DG vs LDOS
+228.4%
-126.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.6% |
| 7D | -2.5% | -3.5% | +1.0% | -1.6% |
| 30D | +7.7% | +9.5% | -1.8% | +5.5% |
| 3M | +13.1% | -6.3% | +19.4% | +14.7% |
| 6M | +32.0% | +2.8% | +29.2% | +30.5% |
| YTD | +3.3% | -26.6% | +30.0% | +9.9% |
| 1Y | +31.7% | -31.3% | +62.9% | +42.2% |
| 3Y | +21.7% | +30.9% | -9.3% | +8.8% |
| 5Y | -34.7% | +49.4% | -84.1% | -44.3% |
| All | +101.5% | +228.4% | -126.9% | +40.6% |
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 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