+55.5%
DUK vs LDOS
+48.3%
+7.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.9% | -1.6% | +3.6% | +2.1% |
| 30D | +8.9% | +8.2% | +0.6% | +7.8% |
| 3M | +5.6% | -8.2% | +13.7% | +6.6% |
| 6M | +7.0% | +5.8% | +1.1% | +5.8% |
| YTD | +14.0% | -27.0% | +41.0% | +17.8% |
| 1Y | +9.1% | -31.0% | +40.1% | +13.7% |
| 3Y | +67.6% | +29.3% | +38.3% | +48.8% |
| All | +55.5% | +48.3% | +7.2% | +35.9% |
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