+66.4%
DOCN vs LDOS
+54.1%
+12.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.1% | -15.9% | -15.9% |
| 7D | -29.3% | -3.7% | -25.6% | -29.1% |
| 30D | -46.0% | +16.4% | -62.4% | -46.9% |
| 3M | -43.2% | +7.4% | -50.6% | -43.8% |
| 6M | -53.7% | -0.3% | -53.4% | -53.5% |
| YTD | +46.9% | -24.0% | +70.9% | +56.4% |
| 1Y | +54.3% | -29.6% | +83.9% | +67.5% |
| 3Y | +185.5% | +35.1% | +150.4% | +171.4% |
| 5Y | -31.1% | +52.9% | -84.0% | -35.4% |
| All | +66.4% | +54.1% | +12.2% | +63.8% |
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