+59.4%
DUK vs LDOS
+32.3%
+27.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | +0.3% | -7.2% | +7.5% | +0.7% |
| 30D | +10.6% | +16.8% | -6.2% | +9.8% |
| 3M | +4.0% | -1.6% | +5.6% | +4.1% |
| 6M | +3.6% | -1.0% | +4.5% | +3.3% |
| YTD | +11.9% | -25.8% | +37.6% | +12.5% |
| 1Y | +6.7% | -31.1% | +37.8% | +7.8% |
| 3Y | +59.4% | +32.8% | +26.6% | +47.5% |
| All | +59.4% | +32.3% | +27.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling