+503.7%
DHI vs LDOS
+241.3%
+262.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.5% |
| 7D | -6.1% | -1.3% | -4.7% | -5.6% |
| 30D | +9.8% | +10.1% | -0.3% | +5.9% |
| 3M | -2.2% | -4.7% | +2.5% | -0.6% |
| 6M | +2.0% | +5.6% | -3.5% | -1.1% |
| YTD | +3.3% | -25.1% | +28.4% | +13.3% |
| 1Y | +1.5% | -31.7% | +33.2% | +15.8% |
| 3Y | +24.0% | +33.7% | -9.7% | -1.0% |
| 5Y | +61.2% | +54.4% | +6.9% | +16.4% |
| 10Y | +503.7% | +236.4% | +267.2% | +238.4% |
| All | +503.7% | +241.3% | +262.4% | +238.4% |
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