+442.0%
DUK vs LDOS
+494.7%
-52.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | 0.0% | -5.4% | +5.4% | +1.2% |
| 30D | -1.7% | +4.9% | -6.6% | -2.9% |
| 3M | -0.4% | +7.2% | -7.6% | -2.5% |
| 6M | -7.2% | -24.2% | +17.0% | -1.9% |
| YTD | +5.3% | -25.8% | +31.1% | +11.2% |
| 1Y | +3.0% | -24.7% | +27.7% | +8.2% |
| 3Y | +53.1% | +39.3% | +13.8% | +35.1% |
| 5Y | +37.9% | +43.3% | -5.4% | +19.4% |
| 10Y | +124.8% | +278.6% | -153.7% | +56.8% |
| All | +442.0% | +494.7% | -52.8% | +225.7% |
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 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