+74.7%
DRI vs LDOS
+52.0%
+22.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +3.7% | -3.7% | +7.4% | +4.2% |
| 30D | +13.5% | +16.4% | -2.9% | +11.1% |
| 3M | +10.4% | +7.4% | +3.0% | +9.1% |
| 6M | +19.5% | -0.3% | +19.8% | +19.1% |
| YTD | +28.2% | -24.0% | +52.2% | +32.3% |
| 1Y | +31.0% | -29.6% | +60.6% | +36.9% |
| 3Y | +67.1% | +35.1% | +32.0% | +48.8% |
| 5Y | +74.7% | +52.9% | +21.8% | +51.3% |
| All | +74.7% | +52.0% | +22.7% | +51.3% |
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 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