-37.4%
DOW vs LDOS
+43.9%
-81.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | -2.4% | -5.4% | +3.0% | -1.1% |
| 30D | +0.4% | +4.9% | -4.5% | -0.9% |
| 3M | -14.4% | +7.2% | -21.6% | -16.2% |
| 6M | -7.0% | -24.2% | +17.3% | -0.6% |
| YTD | +30.2% | -25.8% | +56.0% | +39.1% |
| 1Y | +29.2% | -24.7% | +53.9% | +37.5% |
| 3Y | -36.7% | +39.3% | -76.0% | -44.1% |
| All | -37.4% | +43.9% | -81.3% | -45.8% |
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