+555.9%
TDG vs LDOS
+262.7%
+293.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.8% |
| 7D | +0.4% | -5.8% | +6.3% | +3.0% |
| 30D | +10.0% | +11.6% | -1.6% | +4.5% |
| 3M | -0.5% | -1.0% | +0.5% | -0.7% |
| 6M | +0.3% | +5.1% | -4.7% | -3.4% |
| YTD | -8.3% | -24.0% | +15.7% | +1.0% |
| 1Y | -5.1% | -30.3% | +25.2% | +9.1% |
| 3Y | +46.5% | +37.0% | +9.6% | +11.5% |
| 5Y | +114.1% | +53.4% | +60.7% | +47.6% |
| 10Y | +555.9% | +252.0% | +304.0% | +261.6% |
| All | +555.9% | +262.7% | +293.3% | +261.6% |
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