+1,013.2%
DRI vs LDOS
+508.5%
+504.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.9% |
| 7D | +6.5% | -2.8% | +9.3% | +7.5% |
| 30D | +16.4% | +13.6% | +2.8% | +10.8% |
| 3M | +13.6% | +4.2% | +9.4% | +11.2% |
| 6M | +22.0% | -8.2% | +30.2% | +24.2% |
| YTD | +29.3% | -24.1% | +53.4% | +39.7% |
| 1Y | +32.0% | -31.2% | +63.2% | +48.1% |
| 3Y | +68.5% | +35.0% | +33.5% | +38.4% |
| 5Y | +86.3% | +52.6% | +33.7% | +41.1% |
| 10Y | +380.2% | +261.9% | +118.3% | +167.9% |
| All | +1,013.2% | +508.5% | +504.8% | +374.0% |
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