+119.3%
DG vs LDOS
+262.7%
-143.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.6% |
| 7D | +0.7% | -5.8% | +6.5% | +2.1% |
| 30D | +7.4% | +11.6% | -4.1% | +4.7% |
| 3M | +8.5% | -1.0% | +9.5% | +8.6% |
| 6M | +21.9% | +5.1% | +16.8% | +19.9% |
| YTD | +4.9% | -24.0% | +29.0% | +10.7% |
| 1Y | +40.4% | -30.3% | +70.7% | +51.2% |
| 3Y | +23.5% | +37.0% | -13.5% | +9.1% |
| 5Y | -32.3% | +53.4% | -85.6% | -42.6% |
| 10Y | +119.3% | +252.0% | -132.6% | +41.3% |
| All | +119.3% | +262.7% | -143.4% | +41.3% |
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