-50.3%
DOCS vs LDOS
+36.8%
-87.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | -1.4% | -5.4% | +4.0% | +0.2% |
| 30D | +21.8% | +4.9% | +16.9% | +20.1% |
| 3M | +27.3% | +7.2% | +20.1% | +24.2% |
| 6M | -0.3% | -24.2% | +23.9% | +7.4% |
| YTD | -40.5% | -25.8% | -14.7% | -35.7% |
| 1Y | -61.5% | -24.7% | -36.8% | -58.6% |
| 3Y | +8.2% | +39.3% | -31.1% | +1.4% |
| 5Y | -73.4% | +43.3% | -116.7% | -76.1% |
| All | -50.3% | +36.8% | -87.0% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling