+768.6%
DOV vs LDOS
+509.1%
+259.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.8% |
| 7D | -3.7% | -3.7% | 0.0% | -2.3% |
| 30D | +5.6% | +16.4% | -10.8% | -1.2% |
| 3M | -3.5% | +7.4% | -10.9% | -7.1% |
| 6M | -8.9% | -0.3% | -8.6% | -10.3% |
| YTD | +4.5% | -24.0% | +28.5% | +13.9% |
| 1Y | +13.9% | -29.6% | +43.5% | +28.3% |
| 3Y | +55.9% | +35.1% | +20.8% | +26.8% |
| 5Y | +25.8% | +52.9% | -27.1% | -5.7% |
| 10Y | +348.8% | +262.2% | +86.6% | +124.9% |
| All | +768.6% | +509.1% | +259.6% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling