-8.9%
DOV vs LDOS
-10.3%
+1.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.8% |
| 7D | -3.7% | -3.7% | 0.0% | -3.6% |
| 30D | +5.6% | +16.4% | -10.8% | +5.7% |
| 3M | -3.5% | +7.4% | -10.9% | -3.3% |
| 6M | -8.9% | -0.3% | -8.6% | -3.2% |
| All | -8.9% | -10.3% | +1.4% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling