+1,294.6%
OKE vs LDOS
+500.4%
+794.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.9% |
| 7D | -0.5% | -1.3% | +0.8% | 0.0% |
| 30D | -3.1% | +10.1% | -13.2% | -7.3% |
| 3M | -2.6% | -4.7% | +2.1% | -1.2% |
| 6M | +2.8% | +5.6% | -2.8% | -1.3% |
| YTD | +25.9% | -25.1% | +51.0% | +38.2% |
| 1Y | +34.0% | -31.7% | +65.6% | +53.2% |
| 3Y | +58.9% | +33.7% | +25.2% | +27.8% |
| 5Y | +81.8% | +54.4% | +27.4% | +34.2% |
| 10Y | +236.1% | +236.4% | -0.4% | +86.8% |
| All | +1,294.6% | +500.4% | +794.2% | +466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling