+300.7%
TD vs LDOS
+248.5%
+52.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -1.7% | -7.2% | +5.5% | +0.3% |
| 30D | +8.2% | +16.8% | -8.6% | +3.5% |
| 3M | +1.7% | -1.6% | +3.3% | +1.7% |
| 6M | +14.2% | -1.0% | +15.2% | +13.5% |
| YTD | +32.8% | -25.8% | +58.5% | +42.4% |
| 1Y | +55.5% | -31.1% | +86.6% | +70.5% |
| 3Y | +129.6% | +32.8% | +96.8% | +94.3% |
| 5Y | +102.2% | +49.4% | +52.8% | +60.2% |
| All | +300.7% | +248.5% | +52.2% | +167.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling