-76.5%
DOCU vs LDOS
+43.9%
-120.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +6.9% | -5.4% | +12.3% | +8.7% |
| 30D | +19.0% | +4.9% | +14.1% | +17.2% |
| 3M | +34.3% | +7.2% | +27.1% | +31.0% |
| 6M | +48.0% | -24.2% | +72.3% | +60.1% |
| YTD | 0.0% | -25.8% | +25.8% | +8.5% |
| 1Y | -10.3% | -24.7% | +14.4% | -3.0% |
| 3Y | +32.4% | +39.3% | -6.9% | +14.0% |
| All | -76.5% | +43.9% | -120.4% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling