-31.2%
LDOS vs DAR
+63.3%
-94.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.9% |
| 7D | -2.8% | -5.7% | +2.9% | -2.4% |
| 30D | +13.6% | -16.6% | +30.2% | +15.0% |
| 3M | +4.2% | -13.1% | +17.3% | +4.6% |
| 6M | -8.2% | -18.8% | +10.6% | -7.5% |
| YTD | -24.1% | +45.3% | -69.4% | -30.6% |
| 1Y | -31.2% | +60.6% | -91.8% | -38.8% |
| All | -31.2% | +63.3% | -94.5% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling