+59.3%
DLTR vs LDOS
+274.0%
-214.7%
-64.8%
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 | +2.5% | -5.4% | +7.9% | +3.8% |
| 30D | +2.1% | +4.9% | -2.8% | +0.7% |
| 3M | +20.3% | +7.2% | +13.1% | +17.6% |
| 6M | +11.5% | -24.2% | +35.8% | +18.8% |
| YTD | +6.8% | -25.8% | +32.6% | +13.6% |
| 1Y | +31.1% | -24.7% | +55.8% | +38.6% |
| 3Y | +10.7% | +39.3% | -28.6% | -5.2% |
| 5Y | +41.6% | +43.3% | -1.7% | +18.5% |
| All | +59.3% | +274.0% | -214.7% | +9.2% |
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