+1,260.0%
OKE vs LDOS
+508.8%
+751.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.1% |
| 7D | -7.1% | -5.8% | -1.2% | -4.8% |
| 30D | -3.2% | +11.6% | -14.8% | -7.8% |
| 3M | +0.6% | -1.0% | +1.6% | +0.4% |
| 6M | +3.3% | +5.1% | -1.7% | -0.5% |
| YTD | +22.8% | -24.0% | +46.8% | +34.0% |
| 1Y | +32.5% | -30.3% | +62.8% | +50.2% |
| 3Y | +56.2% | +37.0% | +19.3% | +24.4% |
| 5Y | +73.6% | +53.4% | +20.3% | +28.7% |
| 10Y | +218.0% | +252.0% | -34.0% | +73.6% |
| All | +1,260.0% | +508.8% | +751.1% | +449.1% |
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 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