-2.8%
DPZ vs LDOS
+35.2%
-38.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | +10.1% | -2.8% | +12.9% | +10.6% |
| 30D | +14.6% | +13.6% | +1.0% | +11.7% |
| 3M | -6.8% | +4.2% | -11.0% | -7.8% |
| 6M | +4.4% | -8.2% | +12.6% | +5.1% |
| YTD | -16.8% | -24.1% | +7.3% | -13.7% |
| 1Y | -14.5% | -31.2% | +16.8% | -9.6% |
| All | -2.8% | +35.2% | -38.1% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling