+83.2%
DT vs LDOS
+81.4%
+1.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -28.3% | -3.7% | -24.6% | -27.2% |
| 30D | -28.4% | +16.4% | -44.8% | -31.7% |
| 3M | -14.1% | +7.4% | -21.5% | -16.2% |
| 6M | +13.2% | -0.3% | +13.5% | +12.6% |
| YTD | +0.8% | -24.0% | +24.8% | +9.2% |
| 1Y | -7.8% | -29.6% | +21.8% | +2.5% |
| 3Y | -8.3% | +35.1% | -43.4% | -22.6% |
| 5Y | -42.7% | +52.9% | -95.6% | -55.2% |
| All | +83.2% | +81.4% | +1.9% | +21.8% |
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