-30.8%
DOW vs LDOS
+51.2%
-81.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.0% |
| 7D | -9.4% | -5.8% | -3.6% | -8.2% |
| 30D | +8.9% | +11.6% | -2.6% | +6.1% |
| 3M | +6.7% | -1.0% | +7.7% | +6.7% |
| 6M | -14.2% | +5.1% | -19.2% | -15.7% |
| YTD | +36.9% | -24.0% | +61.0% | +45.1% |
| 1Y | +45.8% | -30.3% | +76.0% | +58.2% |
| 3Y | -23.9% | +37.0% | -60.9% | -32.4% |
| 5Y | -30.8% | +53.4% | -84.1% | -39.7% |
| All | -30.8% | +51.2% | -81.9% | -39.7% |
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