+98.6%
DOCU vs LDOS
+132.4%
-33.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.2% | -3.7% | +0.5% | -2.1% |
| 30D | +15.7% | +16.4% | -0.7% | +9.9% |
| 3M | +37.3% | +7.4% | +29.9% | +33.9% |
| 6M | +63.1% | -0.3% | +63.5% | +62.3% |
| YTD | +15.4% | -24.0% | +39.4% | +24.5% |
| 1Y | +11.3% | -29.6% | +40.9% | +23.2% |
| 3Y | +92.1% | +35.1% | +56.9% | +67.8% |
| 5Y | -70.5% | +52.9% | -123.4% | -75.6% |
| All | +98.6% | +132.4% | -33.8% | +12.8% |
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