-31.0%
LDOS vs DAR
+61.9%
-92.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.5% |
| 7D | -1.6% | +11.6% | -13.2% | -2.3% |
| 30D | +8.2% | -10.2% | +18.5% | +9.0% |
| 3M | -8.2% | -14.8% | +6.7% | -7.2% |
| 6M | +5.8% | -10.1% | +15.9% | +5.5% |
| YTD | -27.0% | +55.5% | -82.5% | -33.0% |
| 1Y | -31.0% | +61.7% | -92.7% | -37.2% |
| All | -31.0% | +61.9% | -92.9% | -37.2% |
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