+240.9%
DIA vs LDOS
+262.7%
-21.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +1.4% |
| 7D | +0.8% | -5.8% | +6.6% | +2.6% |
| 30D | +1.4% | +11.6% | -10.2% | -2.3% |
| 3M | -2.7% | -1.0% | -1.7% | -2.8% |
| 6M | +6.2% | +5.1% | +1.2% | +3.3% |
| YTD | +10.1% | -24.0% | +34.2% | +18.4% |
| 1Y | +13.0% | -30.3% | +43.3% | +25.2% |
| 3Y | +61.9% | +37.0% | +24.9% | +33.6% |
| 5Y | +57.1% | +53.4% | +3.7% | +20.7% |
| 10Y | +240.9% | +252.0% | -11.1% | +108.9% |
| All | +240.9% | +262.7% | -21.8% | +108.9% |
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