+850.7%
TD vs LDOS
+509.1%
+341.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.2% | -3.7% | +0.4% | -2.2% |
| 30D | +4.9% | +16.4% | -11.5% | 0.0% |
| 3M | +2.3% | +7.4% | -5.1% | -0.5% |
| 6M | +17.8% | -0.3% | +18.1% | +16.5% |
| YTD | +33.5% | -24.0% | +57.5% | +42.5% |
| 1Y | +55.9% | -29.6% | +85.5% | +70.4% |
| 3Y | +131.5% | +35.1% | +96.4% | +97.3% |
| 5Y | +103.3% | +52.9% | +50.4% | +62.7% |
| 10Y | +308.6% | +262.2% | +46.3% | +137.5% |
| All | +850.7% | +509.1% | +341.6% | +322.4% |
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