+210.9%
DKS vs LDOS
+274.0%
-63.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | +3.0% | -5.4% | +8.4% | +5.1% |
| 30D | -30.5% | +4.9% | -35.4% | -31.5% |
| 3M | -35.7% | +7.2% | -42.9% | -37.4% |
| 6M | -29.7% | -24.2% | -5.4% | -22.4% |
| YTD | -28.9% | -25.8% | -3.1% | -21.7% |
| 1Y | -35.9% | -24.7% | -11.2% | -30.0% |
| 3Y | +28.2% | +39.3% | -11.1% | +2.2% |
| 5Y | +11.8% | +43.3% | -31.5% | -14.2% |
| All | +210.9% | +274.0% | -63.2% | +63.1% |
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 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