+242.9%
OKE vs LDOS
+226.9%
+16.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +5.4% | -1.6% | +7.0% | +6.1% |
| 30D | -1.3% | +8.2% | -9.6% | -5.2% |
| 3M | -2.0% | -8.2% | +6.1% | +1.2% |
| 6M | +3.4% | +5.8% | -2.4% | -1.2% |
| YTD | +28.2% | -27.0% | +55.1% | +44.2% |
| 1Y | +35.7% | -31.0% | +66.6% | +57.1% |
| 3Y | +61.0% | +29.3% | +31.7% | +22.4% |
| 5Y | +85.8% | +48.7% | +37.1% | +25.6% |
| All | +242.9% | +226.9% | +16.0% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling