+56.1%
DVN vs LDOS
+228.4%
-172.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.8% |
| 7D | +7.8% | -3.5% | +11.3% | +9.4% |
| 30D | -7.9% | +9.5% | -17.5% | -12.1% |
| 3M | +3.7% | -6.3% | +10.0% | +5.9% |
| 6M | +0.2% | +2.8% | -2.6% | -3.2% |
| YTD | +28.6% | -26.6% | +55.2% | +43.6% |
| 1Y | +34.6% | -31.3% | +65.9% | +55.6% |
| 3Y | +11.8% | +30.9% | -19.1% | -16.0% |
| 5Y | +37.6% | +49.4% | -11.8% | -6.9% |
| All | +56.1% | +228.4% | -172.3% | -15.1% |
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