+162.4%
DLR vs LDOS
+248.5%
-86.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -3.6% | -7.2% | +3.6% | -2.0% |
| 30D | -3.5% | +16.8% | -20.3% | -7.4% |
| 3M | -8.9% | -1.6% | -7.3% | -9.1% |
| 6M | -11.6% | -1.0% | -10.6% | -12.2% |
| YTD | +14.9% | -25.8% | +40.7% | +22.3% |
| 1Y | +6.4% | -31.1% | +37.5% | +15.7% |
| 3Y | +47.3% | +32.8% | +14.5% | +27.3% |
| 5Y | +32.8% | +49.4% | -16.6% | +8.9% |
| All | +162.4% | +248.5% | -86.1% | +95.8% |
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