+240.2%
DIA vs LDOS
+248.5%
-8.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | -0.9% | -7.2% | +6.3% | +1.3% |
| 30D | +0.3% | +16.8% | -16.6% | -4.9% |
| 3M | -4.5% | -1.6% | -2.9% | -4.5% |
| 6M | +3.4% | -1.0% | +4.3% | +2.5% |
| YTD | +7.8% | -25.8% | +33.5% | +16.7% |
| 1Y | +10.7% | -31.1% | +41.8% | +23.1% |
| 3Y | +57.5% | +32.8% | +24.7% | +31.4% |
| 5Y | +53.7% | +49.4% | +4.3% | +19.2% |
| All | +240.2% | +248.5% | -8.2% | +104.1% |
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