+712.3%
DKS vs LDOS
+495.0%
+217.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.7% |
| 7D | -2.1% | -7.2% | +5.1% | +0.6% |
| 30D | +7.3% | +16.8% | -9.5% | +1.3% |
| 3M | -28.4% | -1.6% | -26.8% | -27.9% |
| 6M | -36.9% | -1.0% | -35.9% | -37.0% |
| YTD | -27.3% | -25.8% | -1.5% | -20.3% |
| 1Y | -33.2% | -31.1% | -2.1% | -24.8% |
| 3Y | +32.2% | +32.8% | -0.6% | +10.9% |
| 5Y | +22.3% | +49.4% | -27.1% | -4.3% |
| 10Y | +230.5% | +253.9% | -23.4% | +81.8% |
| All | +712.3% | +495.0% | +217.3% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling