+82.1%
DT vs LDOS
+77.2%
+4.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -24.7% | -7.2% | -17.5% | -22.6% |
| 30D | -27.4% | +16.8% | -44.2% | -30.8% |
| 3M | -11.1% | -1.6% | -9.5% | -10.6% |
| 6M | +13.7% | -1.0% | +14.7% | +13.4% |
| YTD | +0.2% | -25.8% | +26.0% | +9.4% |
| 1Y | -5.7% | -31.1% | +25.4% | +5.6% |
| 3Y | -8.1% | +32.8% | -40.9% | -22.1% |
| 5Y | -43.1% | +49.4% | -92.5% | -55.1% |
| All | +82.1% | +77.2% | +4.9% | +22.0% |
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 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