+498.1%
LDOS vs DAR
+1,402.1%
-904.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -5.4% | +1.4% | -6.8% | -5.7% |
| 30D | +4.9% | +12.8% | -7.9% | +2.6% |
| 3M | +7.2% | +7.4% | -0.2% | +5.5% |
| 6M | -24.2% | +22.3% | -46.5% | -27.3% |
| YTD | -25.8% | +81.1% | -106.9% | -33.7% |
| 1Y | -24.7% | +106.5% | -131.2% | -34.6% |
| 3Y | +39.3% | +5.3% | +34.0% | +32.8% |
| 5Y | +43.3% | -11.5% | +54.9% | +37.7% |
| 10Y | +278.6% | +353.3% | -74.8% | +158.0% |
| All | +498.1% | +1,402.1% | -904.0% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling