+57.6%
TDG vs LDOS
+32.3%
+25.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | +4.4% | -7.2% | +11.6% | +5.8% |
| 30D | +9.2% | +16.8% | -7.7% | +6.1% |
| 3M | -5.2% | -1.6% | -3.6% | -5.0% |
| 6M | -2.9% | -1.0% | -2.0% | -3.3% |
| YTD | -10.0% | -25.8% | +15.8% | -5.9% |
| 1Y | -5.9% | -31.1% | +25.2% | +0.3% |
| 3Y | +57.6% | +32.8% | +24.8% | +40.8% |
| All | +57.6% | +32.3% | +25.3% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling