-3.1%
DOW vs LDOS
+137.6%
-140.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -4.9% | -3.7% | -1.2% | -3.5% |
| 30D | +13.6% | +16.4% | -2.8% | +6.7% |
| 3M | +9.0% | +7.4% | +1.6% | +5.3% |
| 6M | -19.9% | -0.3% | -19.6% | -20.7% |
| YTD | +41.4% | -24.0% | +65.5% | +55.2% |
| 1Y | +47.4% | -29.6% | +77.0% | +67.4% |
| 3Y | -23.6% | +35.1% | -58.7% | -39.0% |
| 5Y | -27.9% | +52.9% | -80.8% | -48.2% |
| All | -3.1% | +137.6% | -140.7% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling