-11.5%
TDG vs LDOS
-26.7%
+15.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.1% |
| 7D | -0.9% | -7.1% | +6.2% | -0.1% |
| 30D | -6.5% | -6.1% | -0.5% | -5.8% |
| 3M | -5.1% | +5.6% | -10.7% | -6.0% |
| 6M | -11.5% | -26.9% | +15.4% | -9.9% |
| YTD | -13.9% | -27.9% | +14.0% | -13.6% |
| 1Y | -11.5% | -26.8% | +15.3% | -12.2% |
| All | -11.5% | -26.7% | +15.3% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling