+611.5%
DG vs LDOS
+498.8%
+112.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +6.1% | -3.7% | +9.8% | +6.9% |
| 30D | +11.9% | +16.4% | -4.4% | +8.5% |
| 3M | +9.3% | +7.4% | +1.8% | +7.5% |
| 6M | +19.1% | -0.3% | +19.5% | +18.7% |
| YTD | +5.9% | -24.0% | +30.0% | +11.1% |
| 1Y | +39.8% | -29.6% | +69.4% | +48.9% |
| 3Y | +23.4% | +35.1% | -11.7% | +12.2% |
| 5Y | -33.3% | +52.9% | -86.2% | -41.5% |
| 10Y | +131.0% | +262.2% | -131.2% | +68.1% |
| All | +611.5% | +498.8% | +112.7% | +363.8% |
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