+18.7%
DOV vs LDOS
+43.9%
-25.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -2.7% | -5.4% | +2.7% | -1.3% |
| 30D | -8.1% | +4.9% | -13.0% | -9.3% |
| 3M | -9.4% | +7.2% | -16.6% | -11.3% |
| 6M | -12.6% | -24.2% | +11.6% | -5.7% |
| YTD | -0.5% | -25.8% | +25.3% | +7.2% |
| 1Y | +9.2% | -24.7% | +34.0% | +17.0% |
| 3Y | +34.1% | +39.3% | -5.2% | +12.9% |
| All | +18.7% | +43.9% | -25.2% | -3.4% |
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