+535.2%
TDG vs LDOS
+260.1%
+275.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.2% |
| 7D | -0.9% | -7.1% | +6.2% | +2.4% |
| 30D | -6.5% | -6.1% | -0.5% | -4.0% |
| 3M | -5.1% | +5.6% | -10.7% | -8.3% |
| 6M | -11.5% | -26.9% | +15.4% | +1.0% |
| YTD | -13.9% | -27.9% | +14.0% | -2.4% |
| 1Y | -11.5% | -26.8% | +15.3% | -0.8% |
| 3Y | +53.7% | +39.6% | +14.1% | +15.6% |
| 5Y | +135.5% | +39.4% | +96.1% | +72.3% |
| 10Y | +535.2% | +260.0% | +275.2% | +225.5% |
| All | +535.2% | +260.1% | +275.0% | +225.5% |
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