+115.0%
DRAM vs LDOS
-14.0%
+129.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.9% |
| 7D | +6.9% | -5.4% | +12.3% | +3.3% |
| 30D | +11.1% | +4.9% | +6.2% | +15.1% |
| 3M | -9.1% | +7.2% | -16.3% | +5.4% |
| All | +115.0% | -14.0% | +129.0% | +140.3% |
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 · Available span rolling