+0.4%
DOW vs LDOS
+129.4%
-128.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.7% |
| 7D | +3.7% | -3.5% | +7.1% | +5.0% |
| 30D | +16.3% | +9.5% | +6.7% | +11.9% |
| 3M | +9.7% | -6.3% | +16.0% | +12.0% |
| 6M | -14.1% | +2.8% | -16.9% | -16.3% |
| YTD | +46.6% | -26.6% | +73.3% | +63.1% |
| 1Y | +56.8% | -31.3% | +88.1% | +79.7% |
| 3Y | -20.4% | +30.9% | -51.3% | -35.8% |
| 5Y | -27.4% | +49.4% | -76.8% | -47.5% |
| All | +0.4% | +129.4% | -128.9% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling