+568.4%
DIA vs LDOS
+509.1%
+59.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | -1.6% | -3.7% | +2.1% | -0.5% |
| 30D | 0.0% | +16.4% | -16.4% | -5.1% |
| 3M | -4.9% | +7.4% | -12.4% | -7.7% |
| 6M | +5.0% | -0.3% | +5.4% | +3.9% |
| YTD | +8.2% | -24.0% | +32.2% | +16.0% |
| 1Y | +10.3% | -29.6% | +39.9% | +21.3% |
| 3Y | +58.4% | +35.1% | +23.2% | +34.6% |
| 5Y | +54.3% | +52.9% | +1.4% | +23.0% |
| 10Y | +248.6% | +262.2% | -13.7% | +101.9% |
| All | +568.4% | +509.1% | +59.3% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling