-37.4%
DOCS vs LDOS
+40.0%
-77.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -1.3% | -3.7% | +2.4% | -0.3% |
| 30D | +19.4% | +16.4% | +3.0% | +13.7% |
| 3M | +53.4% | +7.4% | +46.0% | +49.8% |
| 6M | +28.8% | -0.3% | +29.1% | +27.9% |
| YTD | -25.1% | -24.0% | -1.0% | -19.8% |
| 1Y | -48.1% | -29.6% | -18.6% | -43.3% |
| 3Y | +51.4% | +35.1% | +16.2% | +42.1% |
| 5Y | -51.1% | +52.9% | -104.0% | -57.2% |
| All | -37.4% | +40.0% | -77.4% | -42.5% |
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