+60.5%
DVN vs LDOS
+262.0%
-201.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +2.0% |
| 7D | -1.3% | -7.1% | +5.8% | +2.0% |
| 30D | +12.6% | -6.1% | +18.7% | +15.7% |
| 3M | +8.1% | +5.6% | +2.5% | +4.0% |
| 6M | +10.2% | -26.9% | +37.1% | +26.3% |
| YTD | +33.8% | -27.9% | +61.7% | +51.7% |
| 1Y | +43.9% | -26.8% | +70.7% | +61.2% |
| 3Y | +1.7% | +39.6% | -37.8% | -26.1% |
| 5Y | +119.6% | +39.4% | +80.2% | +56.4% |
| All | +60.5% | +262.0% | -201.5% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling