+87.8%
DT vs LDOS
+74.3%
+13.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.1% | -1.6% | +4.8% | +3.6% |
| 30D | -29.5% | +8.2% | -37.8% | -31.2% |
| 3M | -11.7% | -8.2% | -3.6% | -9.2% |
| 6M | +29.0% | +5.8% | +23.2% | +25.6% |
| YTD | +3.4% | -27.0% | +30.3% | +13.4% |
| 1Y | -4.2% | -31.0% | +26.8% | +7.1% |
| 3Y | -12.8% | +29.3% | -42.1% | -25.4% |
| 5Y | -39.6% | +48.7% | -88.3% | -52.4% |
| All | +87.8% | +74.3% | +13.5% | +26.4% |
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