-78.3%
TE vs LDOS
+44.2%
-122.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.2% |
| 7D | -22.0% | -1.3% | -20.7% | -21.9% |
| 30D | -33.6% | +10.1% | -43.8% | -35.0% |
| 3M | -61.1% | -4.7% | -56.4% | -60.9% |
| 6M | -64.7% | +5.6% | -70.3% | -65.3% |
| YTD | -68.1% | -25.1% | -43.0% | -66.5% |
| 1Y | -51.7% | -31.7% | -20.0% | -48.3% |
| 3Y | +42.0% | +33.7% | +8.3% | +32.8% |
| 5Y | -80.8% | +54.4% | -135.2% | -82.4% |
| All | -78.3% | +44.2% | -122.5% | -80.2% |
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 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