-31.1%
DOCN vs LDOS
+52.0%
-83.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.1% | -15.9% | -15.9% |
| 7D | -29.3% | -3.7% | -25.6% | -29.0% |
| 30D | -46.0% | +16.4% | -62.4% | -47.4% |
| 3M | -43.2% | +7.4% | -50.6% | -44.1% |
| 6M | -53.7% | -0.3% | -53.4% | -53.6% |
| YTD | +46.9% | -24.0% | +70.9% | +59.1% |
| 1Y | +54.3% | -29.6% | +83.9% | +71.6% |
| 3Y | +185.5% | +35.1% | +150.4% | +151.1% |
| 5Y | -31.1% | +52.9% | -84.0% | -42.2% |
| All | -31.1% | +52.0% | -83.1% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling