+45.5%
DKS vs LDOS
+33.8%
+11.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.2% |
| 7D | +1.3% | -1.3% | +2.6% | +1.6% |
| 30D | +8.9% | +10.1% | -1.2% | +7.2% |
| 3M | -26.4% | -4.7% | -21.7% | -25.7% |
| 6M | -31.1% | +5.6% | -36.6% | -31.4% |
| YTD | -22.8% | -25.1% | +2.3% | -20.1% |
| 1Y | -29.5% | -31.7% | +2.2% | -25.9% |
| All | +45.5% | +33.8% | +11.7% | +17.0% |
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