+138.8%
OKE vs LDOS
+45.2%
+93.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | +0.7% | -5.4% | +6.1% | +2.1% |
| 30D | +9.4% | +4.9% | +4.5% | +7.9% |
| 3M | +8.6% | +7.2% | +1.4% | +6.2% |
| 6M | +15.3% | -24.2% | +39.5% | +24.2% |
| YTD | +34.8% | -25.8% | +60.6% | +44.8% |
| 1Y | +35.3% | -24.7% | +60.0% | +44.1% |
| 3Y | +69.5% | +39.3% | +30.2% | +33.4% |
| All | +138.8% | +45.2% | +93.6% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling