+236.7%
DKS vs LDOS
+254.8%
-18.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | +9.4% | +1.9% | +7.6% | +8.7% |
| 30D | +9.8% | +12.8% | -3.0% | +5.0% |
| 3M | -29.3% | -1.0% | -28.3% | -28.9% |
| 6M | -32.6% | +6.2% | -38.8% | -34.3% |
| YTD | -22.6% | -23.2% | +0.6% | -16.0% |
| 1Y | -29.8% | -29.5% | -0.3% | -21.3% |
| 3Y | +43.2% | +37.1% | +6.1% | +15.3% |
| 5Y | +29.8% | +55.6% | -25.8% | -4.0% |
| 10Y | +236.7% | +249.4% | -12.7% | +92.1% |
| All | +236.7% | +254.8% | -18.2% | +92.1% |
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