+227.2%
DKS vs LDOS
+226.9%
+0.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +6.3% | -1.6% | +7.9% | +7.0% |
| 30D | +9.3% | +8.2% | +1.1% | +6.2% |
| 3M | -25.3% | -8.2% | -17.1% | -22.7% |
| 6M | -29.2% | +5.8% | -35.0% | -31.0% |
| YTD | -22.7% | -27.0% | +4.2% | -14.6% |
| 1Y | -30.1% | -31.0% | +0.9% | -21.0% |
| 3Y | +45.6% | +29.3% | +16.4% | +19.9% |
| 5Y | +28.5% | +48.7% | -20.3% | -3.4% |
| All | +227.2% | +226.9% | +0.3% | +84.2% |
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