+13,941.6%
TDG vs LDOS
+500.4%
+13,441.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.6% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | +11.2% | +10.1% | +1.1% | +6.7% |
| 3M | +0.2% | -4.7% | +4.9% | +1.6% |
| 6M | +3.9% | +5.6% | -1.7% | +0.2% |
| YTD | -6.4% | -25.1% | +18.7% | +2.3% |
| 1Y | -3.8% | -31.7% | +27.9% | +9.3% |
| 3Y | +46.8% | +33.7% | +13.0% | +21.0% |
| 5Y | +128.3% | +54.4% | +73.9% | +73.2% |
| 10Y | +569.3% | +236.4% | +332.9% | +281.7% |
| All | +13,941.6% | +500.4% | +13,441.1% | +5,904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling