+592.4%
DIA vs LDOS
+494.7%
+97.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -0.2% | -5.4% | +5.2% | +1.6% |
| 30D | -1.5% | +4.9% | -6.4% | -3.3% |
| 3M | +3.8% | +7.2% | -3.4% | +0.6% |
| 6M | +10.3% | -24.2% | +34.5% | +19.6% |
| YTD | +12.1% | -25.8% | +37.9% | +21.5% |
| 1Y | +18.6% | -24.7% | +43.4% | +27.7% |
| 3Y | +60.6% | +39.3% | +21.3% | +35.2% |
| 5Y | +64.4% | +43.3% | +21.1% | +34.4% |
| 10Y | +250.1% | +278.6% | -28.5% | +100.2% |
| All | +592.4% | +494.7% | +97.6% | +214.0% |
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 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