+299.2%
TD vs LDOS
+254.8%
+44.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -0.7% | +1.9% | -2.6% | -1.2% |
| 30D | +7.6% | +12.8% | -5.2% | +4.0% |
| 3M | +3.0% | -1.0% | +4.0% | +2.9% |
| 6M | +16.8% | +6.2% | +10.6% | +13.8% |
| YTD | +34.3% | -23.2% | +57.6% | +42.8% |
| 1Y | +56.0% | -29.5% | +85.5% | +70.1% |
| 3Y | +132.4% | +37.1% | +95.3% | +94.8% |
| 5Y | +103.7% | +55.6% | +48.0% | +59.3% |
| 10Y | +299.2% | +249.4% | +49.7% | +160.6% |
| All | +299.2% | +254.8% | +44.3% | +160.6% |
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