-41.1%
DIS vs LDOS
+43.9%
-85.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.6% | -5.4% | +2.8% | -1.4% |
| 30D | +3.5% | +4.9% | -1.4% | +2.3% |
| 3M | +6.8% | +7.2% | -0.4% | +4.6% |
| 6M | +3.0% | -24.2% | +27.2% | +8.9% |
| YTD | -6.7% | -25.8% | +19.1% | -1.3% |
| 1Y | -10.1% | -24.7% | +14.6% | -5.3% |
| 3Y | +33.0% | +39.3% | -6.2% | +11.4% |
| All | -41.1% | +43.9% | -85.0% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling