+319.5%
DRI vs LDOS
+226.9%
+92.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.1% | -1.6% | +2.7% | +1.7% |
| 30D | +9.7% | +8.2% | +1.5% | +6.2% |
| 3M | +3.2% | -8.2% | +11.4% | +6.1% |
| 6M | +20.6% | +5.8% | +14.7% | +16.2% |
| YTD | +28.3% | -27.0% | +55.2% | +41.7% |
| 1Y | +34.5% | -31.0% | +65.5% | +52.3% |
| 3Y | +66.5% | +29.3% | +37.3% | +31.5% |
| 5Y | +79.6% | +48.7% | +30.9% | +25.8% |
| All | +319.5% | +226.9% | +92.6% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling