+1,098.7%
DLR vs LDOS
+494.7%
+603.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.6% | -5.4% | +7.0% | +3.2% |
| 30D | -3.4% | +4.9% | -8.2% | -4.9% |
| 3M | +0.5% | +7.2% | -6.7% | -2.3% |
| 6M | +4.6% | -24.2% | +28.8% | +12.4% |
| YTD | +23.4% | -25.8% | +49.2% | +32.5% |
| 1Y | +19.0% | -24.7% | +43.7% | +27.0% |
| 3Y | +56.5% | +39.3% | +17.2% | +34.0% |
| 5Y | +33.3% | +43.3% | -10.0% | +11.3% |
| 10Y | +165.1% | +278.6% | -113.4% | +56.5% |
| All | +1,098.7% | +494.7% | +603.9% | +474.1% |
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 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