+832.9%
TD vs LDOS
+494.7%
+338.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.3% | -5.4% | +5.7% | +2.0% |
| 30D | +0.4% | +4.9% | -4.5% | -1.3% |
| 3M | +7.6% | +7.2% | +0.5% | +4.4% |
| 6M | +25.0% | -24.2% | +49.2% | +34.8% |
| YTD | +31.0% | -25.8% | +56.8% | +41.3% |
| 1Y | +65.2% | -24.7% | +89.9% | +76.7% |
| 3Y | +122.5% | +39.3% | +83.2% | +87.6% |
| 5Y | +124.8% | +43.3% | +81.5% | +84.2% |
| 10Y | +298.2% | +278.6% | +19.7% | +128.2% |
| All | +832.9% | +494.7% | +338.2% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling