+727.1%
DOV vs LDOS
+494.7%
+232.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -2.7% | -5.4% | +2.7% | -0.4% |
| 30D | -8.1% | +4.9% | -13.0% | -10.2% |
| 3M | -9.4% | +7.2% | -16.6% | -13.1% |
| 6M | -12.6% | -24.2% | +11.6% | -3.2% |
| YTD | -0.5% | -25.8% | +25.3% | +10.1% |
| 1Y | +9.2% | -24.7% | +34.0% | +19.8% |
| 3Y | +34.1% | +39.3% | -5.2% | +7.8% |
| 5Y | +17.3% | +43.3% | -26.1% | -9.1% |
| 10Y | +284.9% | +278.6% | +6.4% | +89.9% |
| All | +727.1% | +494.7% | +232.4% | +200.5% |
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