+18.6%
DIA vs LDOS
-24.0%
+42.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -0.2% | -5.4% | +5.2% | +0.3% |
| 30D | -1.5% | +4.9% | -6.4% | -2.0% |
| 3M | +3.8% | +7.2% | -3.4% | +3.0% |
| 6M | +10.3% | -24.2% | +34.5% | +13.1% |
| YTD | +12.1% | -25.8% | +37.9% | +14.6% |
| 1Y | +18.6% | -24.7% | +43.4% | +20.2% |
| All | +18.6% | -24.0% | +42.7% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling