+104.8%
TD vs LDOS
+51.2%
+53.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.2% |
| 7D | -0.6% | -5.8% | +5.2% | +0.2% |
| 30D | +7.9% | +11.6% | -3.6% | +6.2% |
| 3M | +3.1% | -1.0% | +4.1% | +3.0% |
| 6M | +17.2% | +5.1% | +12.1% | +16.0% |
| YTD | +34.7% | -24.0% | +58.8% | +40.5% |
| 1Y | +56.9% | -30.3% | +87.2% | +66.2% |
| 3Y | +134.7% | +37.0% | +97.8% | +104.7% |
| 5Y | +104.8% | +53.4% | +51.4% | +74.6% |
| All | +104.8% | +51.2% | +53.6% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling