+102.6%
DOCU vs LDOS
+132.2%
-29.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.7% | -2.8% | -0.9% | -2.9% |
| 30D | +15.0% | +13.6% | +1.4% | +10.1% |
| 3M | +39.9% | +4.2% | +35.7% | +37.7% |
| 6M | +66.2% | -8.2% | +74.4% | +69.5% |
| YTD | +17.7% | -24.1% | +41.8% | +27.0% |
| 1Y | +13.7% | -31.2% | +44.9% | +26.7% |
| 3Y | +95.9% | +35.0% | +60.9% | +71.2% |
| 5Y | -71.7% | +52.6% | -124.3% | -76.5% |
| All | +102.6% | +132.2% | -29.6% | +15.1% |
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