+483.1%
LDOS vs TMF
-68.9%
+552.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.6% |
| 7D | -5.4% | -1.4% | -4.0% | -5.6% |
| 30D | +4.9% | -2.8% | +7.7% | +4.6% |
| 3M | +7.2% | -10.9% | +18.1% | +5.9% |
| 6M | -24.2% | -21.3% | -2.9% | -26.1% |
| YTD | -25.8% | -15.9% | -9.9% | -27.1% |
| 1Y | -24.7% | -15.7% | -9.0% | -25.9% |
| 3Y | +39.3% | -43.4% | +82.6% | +33.0% |
| 5Y | +43.3% | -87.8% | +131.1% | +13.7% |
| 10Y | +278.6% | -86.7% | +365.3% | +226.1% |
| All | +483.1% | -68.9% | +552.0% | +530.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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