+583.4%
DG vs LDOS
+484.7%
+98.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +8.4% | -5.4% | +13.8% | +9.6% |
| 30D | +4.9% | +4.9% | +0.1% | +3.8% |
| 3M | +29.3% | +7.2% | +22.2% | +27.0% |
| 6M | -11.3% | -24.2% | +13.0% | -6.5% |
| YTD | +1.8% | -25.8% | +27.6% | +7.3% |
| 1Y | +25.3% | -24.7% | +50.0% | +31.6% |
| 3Y | +9.1% | +39.3% | -30.2% | -1.6% |
| 5Y | -34.9% | +43.3% | -78.2% | -42.2% |
| 10Y | +108.2% | +278.6% | -170.4% | +50.4% |
| All | +583.4% | +484.7% | +98.7% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling