+97.7%
DOCN vs LDOS
+54.0%
+43.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.9% | -7.2% |
| 7D | -20.0% | -2.8% | -17.2% | -19.9% |
| 30D | -38.8% | +13.6% | -52.4% | -39.6% |
| 3M | -34.8% | +4.2% | -39.0% | -35.2% |
| 6M | -22.8% | -8.2% | -14.6% | -21.6% |
| YTD | +74.6% | -24.1% | +98.7% | +85.9% |
| 1Y | +116.4% | -31.2% | +147.7% | +136.0% |
| 3Y | +239.3% | +35.0% | +204.3% | +222.6% |
| 5Y | -20.2% | +52.6% | -72.9% | -25.3% |
| All | +97.7% | +54.0% | +43.7% | +94.7% |
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