-31.2%
LDOS vs DOC
+21.8%
-53.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.8% |
| 7D | -2.8% | +8.7% | -11.5% | -2.6% |
| 30D | +13.6% | +7.6% | +5.9% | +13.7% |
| 3M | +4.2% | -5.3% | +9.5% | +3.6% |
| 6M | -8.2% | +27.6% | -35.8% | -7.3% |
| YTD | -24.1% | +32.4% | -56.5% | -24.8% |
| 1Y | -31.2% | +22.9% | -54.1% | -30.8% |
| All | -31.2% | +21.8% | -53.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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