+498.1%
LDOS vs DTE
+691.1%
-193.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | +4.9% | -2.6% | +7.5% | +6.0% |
| 3M | +7.2% | -3.9% | +11.1% | +8.9% |
| 6M | -24.2% | -7.9% | -16.3% | -21.8% |
| YTD | -25.8% | +7.2% | -33.0% | -28.4% |
| 1Y | -24.7% | +3.1% | -27.8% | -26.2% |
| 3Y | +39.3% | +47.6% | -8.3% | +14.5% |
| 5Y | +43.3% | +32.7% | +10.6% | +22.4% |
| 10Y | +278.6% | +138.8% | +139.8% | +143.7% |
| All | +498.1% | +691.1% | -193.0% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling