+32.2%
DKS vs LDOS
+32.3%
-0.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -2.1% | -7.2% | +5.1% | -0.8% |
| 30D | +7.3% | +16.8% | -9.5% | +4.7% |
| 3M | -28.4% | -1.6% | -26.8% | -28.0% |
| 6M | -36.9% | -1.0% | -35.9% | -36.7% |
| YTD | -27.3% | -25.8% | -1.5% | -24.7% |
| 1Y | -33.2% | -31.1% | -2.1% | -30.0% |
| 3Y | +32.2% | +32.8% | -0.6% | +5.9% |
| All | +32.2% | +32.3% | -0.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling