+249.6%
DHR vs LDOS
+248.5%
+1.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | -0.9% | -7.2% | +6.4% | +1.2% |
| 30D | +5.4% | +16.8% | -11.5% | +0.3% |
| 3M | +15.3% | -1.6% | +16.9% | +15.3% |
| 6M | +32.1% | -1.0% | +33.1% | +31.1% |
| YTD | +1.2% | -25.8% | +27.0% | +8.9% |
| 1Y | +10.1% | -31.1% | +41.2% | +21.3% |
| 3Y | +19.9% | +32.8% | -12.9% | +4.2% |
| 5Y | -8.8% | +49.4% | -58.2% | -24.8% |
| All | +249.6% | +248.5% | +1.1% | +128.2% |
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