+12.1%
DIA vs LDOS
-30.4%
+42.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +2.0% |
| 7D | +0.8% | -5.8% | +6.6% | +1.2% |
| 30D | +1.4% | +11.6% | -10.2% | +0.5% |
| 3M | -2.7% | -1.0% | -1.7% | -2.7% |
| 6M | +6.2% | +5.1% | +1.2% | +5.5% |
| YTD | +10.1% | -24.0% | +34.2% | +11.5% |
| All | +12.1% | -30.4% | +42.5% | +16.0% |
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