+73.6%
OKE vs LDOS
+51.2%
+22.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.3% |
| 7D | -7.1% | -5.8% | -1.2% | -5.7% |
| 30D | -3.2% | +11.6% | -14.8% | -6.0% |
| 3M | +0.6% | -1.0% | +1.6% | +0.6% |
| 6M | +3.3% | +5.1% | -1.7% | +1.4% |
| YTD | +22.8% | -24.0% | +46.8% | +30.8% |
| 1Y | +32.5% | -30.3% | +62.8% | +45.1% |
| 3Y | +56.2% | +37.0% | +19.3% | +23.8% |
| 5Y | +73.6% | +53.4% | +20.3% | +29.4% |
| All | +73.6% | +51.2% | +22.5% | +29.4% |
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