-34.6%
DOCS vs LDOS
+39.9%
-74.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.1% |
| 7D | +1.2% | -2.8% | +4.0% | +2.0% |
| 30D | +21.3% | +13.6% | +7.7% | +16.4% |
| 3M | +58.4% | +4.2% | +54.2% | +56.1% |
| 6M | +39.3% | -8.2% | +47.5% | +41.5% |
| YTD | -21.7% | -24.1% | +2.4% | -16.2% |
| 1Y | -47.3% | -31.2% | -16.1% | -42.0% |
| 3Y | +58.2% | +35.0% | +23.2% | +48.5% |
| 5Y | -52.3% | +52.6% | -104.9% | -58.3% |
| All | -34.6% | +39.9% | -74.5% | -39.9% |
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 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