+189.5%
DLR vs LDOS
+241.3%
-51.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.7% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | +0.5% | +10.1% | -9.6% | -2.1% |
| 3M | -4.4% | -4.7% | +0.2% | -3.8% |
| 6M | -6.4% | +5.6% | -12.0% | -8.7% |
| YTD | +19.5% | -25.1% | +44.6% | +26.9% |
| 1Y | +10.5% | -31.7% | +42.2% | +20.6% |
| 3Y | +54.0% | +33.7% | +20.3% | +32.6% |
| 5Y | +39.7% | +54.4% | -14.7% | +13.0% |
| 10Y | +189.5% | +236.4% | -46.9% | +102.3% |
| All | +189.5% | +241.3% | -51.7% | +102.3% |
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