+255.5%
OKE vs LDOS
+263.6%
-8.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.3% |
| 7D | -0.2% | -4.2% | +4.0% | +1.8% |
| 30D | +6.1% | -7.9% | +13.9% | +10.0% |
| 3M | +10.4% | +4.1% | +6.3% | +7.1% |
| 6M | +14.2% | -28.2% | +42.4% | +32.0% |
| YTD | +35.3% | -28.5% | +63.9% | +54.5% |
| 1Y | +40.6% | -27.7% | +68.3% | +58.7% |
| 3Y | +72.2% | +38.4% | +33.8% | +26.1% |
| 5Y | +139.6% | +38.0% | +101.6% | +71.0% |
| All | +255.5% | +263.6% | -8.1% | +100.1% |
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