+45.2%
LDOS vs DAR
-11.0%
+56.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.4% | +1.4% | -6.8% | -5.6% |
| 30D | +4.9% | +12.8% | -7.9% | +3.2% |
| 3M | +7.2% | +7.4% | -0.2% | +5.9% |
| 6M | -24.2% | +22.3% | -46.5% | -26.5% |
| YTD | -25.8% | +81.1% | -106.9% | -31.9% |
| 1Y | -24.7% | +106.5% | -131.2% | -32.4% |
| 3Y | +39.3% | +5.3% | +34.0% | +36.7% |
| All | +45.2% | -11.0% | +56.2% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling