-26.7%
DT vs LDOS
+43.9%
-70.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -3.3% | -5.4% | +2.1% | -2.2% |
| 30D | +2.0% | +4.9% | -2.8% | +1.0% |
| 3M | +20.0% | +7.2% | +12.8% | +17.8% |
| 6M | +39.3% | -24.2% | +63.5% | +47.4% |
| YTD | +19.8% | -25.8% | +45.6% | +26.7% |
| 1Y | +4.3% | -24.7% | +29.0% | +10.0% |
| 3Y | +7.7% | +39.3% | -31.6% | -2.7% |
| All | -26.7% | +43.9% | -70.6% | -33.7% |
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 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