+112.0%
DG vs LDOS
+278.0%
-166.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +8.4% | -5.4% | +13.8% | +9.8% |
| 30D | +4.9% | +4.9% | +0.1% | +3.7% |
| 3M | +29.3% | +7.2% | +22.2% | +26.7% |
| 6M | -11.3% | -24.2% | +13.0% | -5.8% |
| YTD | +1.8% | -25.8% | +27.6% | +8.0% |
| 1Y | +25.3% | -24.7% | +50.0% | +32.3% |
| 3Y | +9.1% | +39.3% | -30.2% | -4.1% |
| 5Y | -34.9% | +43.3% | -78.2% | -43.8% |
| All | +112.0% | +278.0% | -166.1% | +40.2% |
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