+24.9%
DOV vs LDOS
+49.1%
-24.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | -1.9% | -7.2% | +5.3% | -0.2% |
| 30D | +8.3% | +16.8% | -8.6% | +4.1% |
| 3M | -3.1% | -1.6% | -1.5% | -3.0% |
| 6M | -9.8% | -1.0% | -8.8% | -9.9% |
| YTD | +5.2% | -25.8% | +31.0% | +13.0% |
| 1Y | +15.3% | -31.1% | +46.4% | +27.0% |
| 3Y | +58.8% | +32.8% | +26.0% | +35.6% |
| All | +24.9% | +49.1% | -24.3% | +3.6% |
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