+1,084.4%
DLR vs LDOS
+508.5%
+575.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +2.8% | -2.8% | +5.7% | +3.5% |
| 30D | +2.8% | +13.6% | -10.8% | -1.2% |
| 3M | -4.0% | +4.2% | -8.2% | -5.9% |
| 6M | -5.6% | -8.2% | +2.6% | -4.5% |
| YTD | +21.9% | -24.1% | +46.0% | +29.4% |
| 1Y | +13.0% | -31.2% | +44.2% | +23.6% |
| 3Y | +52.2% | +35.0% | +17.3% | +31.3% |
| 5Y | +40.3% | +52.6% | -12.3% | +14.5% |
| 10Y | +186.1% | +261.9% | -75.8% | +70.8% |
| All | +1,084.4% | +508.5% | +575.9% | +460.9% |
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