-43.0%
DT vs LDOS
+49.1%
-92.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | -24.7% | -7.2% | -17.5% | -23.2% |
| 30D | -27.4% | +16.8% | -44.2% | -29.6% |
| 3M | -11.1% | -1.6% | -9.5% | -10.7% |
| 6M | +13.7% | -1.0% | +14.7% | +13.7% |
| YTD | +0.2% | -25.8% | +26.0% | +6.4% |
| 1Y | -5.7% | -31.1% | +25.4% | +1.7% |
| 3Y | -8.1% | +32.8% | -40.9% | -16.4% |
| All | -43.0% | +49.1% | -92.1% | -49.3% |
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