-6.2%
DOW vs LDOS
+137.5%
-143.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.3% |
| 7D | -9.4% | -5.8% | -3.6% | -7.3% |
| 30D | +8.9% | +11.6% | -2.6% | +4.1% |
| 3M | +6.7% | -1.0% | +7.7% | +6.7% |
| 6M | -14.2% | +5.1% | -19.2% | -17.0% |
| YTD | +36.9% | -24.0% | +61.0% | +50.3% |
| 1Y | +45.8% | -30.3% | +76.0% | +66.3% |
| 3Y | -23.9% | +37.0% | -60.9% | -39.7% |
| 5Y | -30.8% | +53.4% | -84.1% | -50.3% |
| All | -6.2% | +137.5% | -143.7% | -38.5% |
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 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