-29.5%
DOW vs LDOS
+49.1%
-78.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | -9.5% | -7.2% | -2.3% | -7.9% |
| 30D | +13.1% | +16.8% | -3.8% | +9.0% |
| 3M | +4.8% | -1.6% | +6.4% | +4.9% |
| 6M | -16.7% | -1.0% | -15.7% | -16.9% |
| YTD | +38.9% | -25.8% | +64.6% | +48.0% |
| 1Y | +48.3% | -31.1% | +79.4% | +61.3% |
| 3Y | -24.4% | +32.8% | -57.2% | -32.3% |
| All | -29.5% | +49.1% | -78.7% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling