+160.5%
DLR vs LDOS
+278.0%
-117.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.6% | -5.4% | +7.0% | +3.0% |
| 30D | -3.4% | +4.9% | -8.2% | -4.8% |
| 3M | +0.5% | +7.2% | -6.7% | -1.9% |
| 6M | +4.6% | -24.2% | +28.8% | +11.9% |
| YTD | +23.4% | -25.8% | +49.2% | +31.9% |
| 1Y | +19.0% | -24.7% | +43.7% | +26.5% |
| 3Y | +56.5% | +39.3% | +17.2% | +33.6% |
| 5Y | +33.3% | +43.3% | -10.0% | +11.0% |
| All | +160.5% | +278.0% | -117.6% | +69.1% |
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