+43.4%
TDG vs LDOS
+30.5%
+12.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | +9.7% | +8.2% | +1.4% | +8.0% |
| 3M | -2.3% | -8.2% | +5.8% | -0.9% |
| 6M | +1.3% | +5.8% | -4.5% | -0.2% |
| YTD | -8.5% | -27.0% | +18.5% | -4.0% |
| 1Y | -8.1% | -31.0% | +22.9% | -2.2% |
| 3Y | +43.4% | +29.3% | +14.1% | +22.7% |
| All | +43.4% | +30.5% | +12.9% | +22.7% |
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