+45.2%
LDOS vs DOC
-24.5%
+69.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -5.4% | -1.5% | -3.9% | -5.1% |
| 30D | +4.9% | -4.8% | +9.7% | +5.8% |
| 3M | +7.2% | +6.9% | +0.3% | +5.4% |
| 6M | -24.2% | +20.7% | -45.0% | -27.7% |
| YTD | -25.8% | +34.1% | -60.0% | -31.3% |
| 1Y | -24.7% | +22.6% | -47.4% | -28.7% |
| 3Y | +39.3% | +20.8% | +18.5% | +32.6% |
| All | +45.2% | -24.5% | +69.8% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling