+255.2%
OKE vs LDOS
+267.6%
-12.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | 0.0% | -2.1% | +2.1% | +0.9% |
| 30D | +4.6% | -8.0% | +12.6% | +8.6% |
| 3M | +6.9% | +6.8% | +0.1% | +2.4% |
| 6M | +15.8% | -24.5% | +40.2% | +30.5% |
| YTD | +35.2% | -27.8% | +62.9% | +53.6% |
| 1Y | +37.6% | -27.4% | +65.0% | +55.1% |
| 3Y | +72.0% | +39.9% | +32.1% | +25.3% |
| 5Y | +139.0% | +42.1% | +96.9% | +67.6% |
| All | +255.2% | +267.6% | -12.5% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LDOS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling