+512.2%
LDOS vs DTE
+711.6%
-199.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.3% |
| 7D | -5.8% | +1.8% | -7.7% | -6.5% |
| 30D | +11.6% | +9.0% | +2.5% | +7.5% |
| 3M | -1.0% | -0.2% | -0.8% | -1.1% |
| 6M | +5.1% | +0.1% | +5.0% | +4.7% |
| YTD | -24.0% | +10.0% | -34.0% | -27.6% |
| 1Y | -30.3% | +4.7% | -34.9% | -32.1% |
| 3Y | +37.0% | +55.7% | -18.7% | +10.1% |
| 5Y | +53.4% | +45.1% | +8.2% | +25.8% |
| 10Y | +252.0% | +145.1% | +106.9% | +124.3% |
| All | +512.2% | +711.6% | -199.4% | +190.3% |
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