-8.2%
LDOS vs DOC
+27.8%
-36.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.8% |
| 7D | -2.8% | +8.7% | -11.5% | -2.5% |
| 30D | +13.6% | +7.6% | +5.9% | +13.8% |
| 3M | +4.2% | -5.3% | +9.5% | +3.3% |
| 6M | -8.2% | +27.6% | -35.8% | -8.0% |
| All | -8.2% | +27.8% | -36.0% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling