+689.7%
DHI vs LDOS
+494.7%
+195.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.4% |
| 7D | -3.1% | -5.4% | +2.3% | -0.9% |
| 30D | -5.5% | +4.9% | -10.4% | -7.7% |
| 3M | -2.2% | +7.2% | -9.4% | -6.0% |
| 6M | -6.0% | -24.2% | +18.3% | +4.6% |
| YTD | 0.0% | -25.8% | +25.8% | +11.0% |
| 1Y | -18.2% | -24.7% | +6.5% | -10.0% |
| 3Y | +22.5% | +39.3% | -16.7% | -3.0% |
| 5Y | +58.4% | +43.3% | +15.0% | +20.3% |
| 10Y | +405.2% | +278.6% | +126.6% | +134.9% |
| All | +689.7% | +494.7% | +195.0% | +170.7% |
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