+740.2%
DKS vs LDOS
+488.0%
+252.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.8% |
| 7D | +3.3% | -3.5% | +6.7% | +4.6% |
| 30D | +5.9% | +9.5% | -3.6% | +2.4% |
| 3M | -27.4% | -6.3% | -21.1% | -25.5% |
| 6M | -32.6% | +2.8% | -35.4% | -33.7% |
| YTD | -24.8% | -26.6% | +1.8% | -17.2% |
| 1Y | -32.8% | -31.3% | -1.6% | -24.2% |
| 3Y | +39.1% | +30.9% | +8.1% | +17.3% |
| 5Y | +25.0% | +49.4% | -24.4% | -2.2% |
| 10Y | +226.2% | +229.4% | -3.3% | +84.4% |
| All | +740.2% | +488.0% | +252.3% | +249.9% |
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 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