+235.0%
DKS vs LDOS
+241.3%
-6.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +1.8% |
| 30D | +8.9% | +10.1% | -1.2% | +5.1% |
| 3M | -26.4% | -4.7% | -21.7% | -24.9% |
| 6M | -31.1% | +5.6% | -36.6% | -32.7% |
| YTD | -22.8% | -25.1% | +2.3% | -15.5% |
| 1Y | -29.5% | -31.7% | +2.2% | -20.0% |
| 3Y | +42.8% | +33.7% | +9.1% | +16.0% |
| 5Y | +29.2% | +54.4% | -25.2% | -4.4% |
| 10Y | +235.0% | +236.4% | -1.5% | +82.2% |
| All | +235.0% | +241.3% | -6.3% | +82.2% |
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