+17.6%
DVN vs LDOS
+494.7%
-477.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +1.5% | -5.4% | +6.9% | +4.1% |
| 30D | +14.2% | +4.9% | +9.3% | +11.4% |
| 3M | +5.2% | +7.2% | -1.9% | +0.6% |
| 6M | +11.9% | -24.2% | +36.1% | +25.2% |
| YTD | +32.8% | -25.8% | +58.6% | +47.8% |
| 1Y | +38.6% | -24.7% | +63.3% | +52.6% |
| 3Y | +0.5% | +39.3% | -38.8% | -22.4% |
| 5Y | +111.0% | +43.3% | +67.7% | +58.4% |
| 10Y | +56.1% | +278.6% | -222.4% | -25.6% |
| All | +17.6% | +494.7% | -477.2% | -58.3% |
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