+8.9%
DOCS vs LDOS
+39.7%
-30.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | -1.4% | -5.4% | +4.0% | +0.4% |
| 30D | +21.8% | +4.9% | +16.9% | +19.9% |
| 3M | +27.3% | +7.2% | +20.1% | +23.7% |
| 6M | -0.3% | -24.2% | +23.9% | +9.2% |
| YTD | -40.5% | -25.8% | -14.7% | -34.7% |
| 1Y | -61.5% | -24.7% | -36.8% | -57.9% |
| All | +8.9% | +39.7% | -30.8% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling