+1.3%
DVN vs LDOS
+42.3%
-40.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +1.5% | -5.4% | +6.9% | +2.2% |
| 30D | +14.2% | +4.9% | +9.3% | +13.4% |
| 3M | +5.2% | +7.2% | -1.9% | +4.2% |
| 6M | +11.9% | -24.2% | +36.1% | +17.3% |
| YTD | +32.8% | -25.8% | +58.6% | +38.4% |
| 1Y | +38.6% | -24.7% | +63.3% | +43.8% |
| All | +1.3% | +42.3% | -40.9% | -19.1% |
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 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