+41.3%
LDOS vs DAR
+6.3%
+34.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.4% | +1.4% | -6.8% | -5.5% |
| 30D | +4.9% | +12.8% | -7.9% | +3.8% |
| 3M | +7.2% | +7.4% | -0.2% | +6.3% |
| 6M | -24.2% | +22.3% | -46.5% | -25.7% |
| YTD | -25.8% | +81.1% | -106.9% | -29.7% |
| 1Y | -24.7% | +106.5% | -131.2% | -29.7% |
| All | +41.3% | +6.3% | +34.9% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling