-26.8%
LDOS vs DTE
+4.2%
-31.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.0% |
| 7D | -7.1% | +0.9% | -8.0% | -7.3% |
| 30D | -6.1% | -1.9% | -4.2% | -5.8% |
| 3M | +5.6% | -3.3% | +8.9% | +6.3% |
| 6M | -26.9% | -7.1% | -19.8% | -26.3% |
| YTD | -27.9% | +8.1% | -36.0% | -27.5% |
| 1Y | -26.8% | +5.3% | -32.1% | -25.9% |
| All | -26.8% | +4.2% | -31.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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