+497.2%
LDOS vs TMF
-69.1%
+566.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.2% |
| 7D | -3.7% | +2.7% | -6.4% | -3.4% |
| 30D | +16.4% | +19.3% | -2.9% | +18.6% |
| 3M | +7.4% | -3.7% | +11.1% | +7.0% |
| 6M | -0.3% | -11.3% | +11.0% | -1.6% |
| YTD | -24.0% | -16.6% | -7.4% | -25.4% |
| 1Y | -29.6% | -21.1% | -8.5% | -31.3% |
| 3Y | +35.1% | -26.8% | +61.9% | +33.1% |
| 5Y | +52.9% | -88.0% | +140.9% | +20.6% |
| 10Y | +262.2% | -84.7% | +346.9% | +218.7% |
| All | +497.2% | -69.1% | +566.3% | +545.1% |
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