-76.7%
TE vs LDOS
+46.2%
-122.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.3% |
| 7D | -10.5% | -5.8% | -4.7% | -9.9% |
| 30D | -32.4% | +11.6% | -44.0% | -33.9% |
| 3M | -60.9% | -1.0% | -59.9% | -61.0% |
| 6M | -62.8% | +5.1% | -67.9% | -63.3% |
| YTD | -65.7% | -24.0% | -41.7% | -64.0% |
| 1Y | -39.9% | -30.3% | -9.6% | -35.9% |
| 3Y | +10.6% | +37.0% | -26.3% | +3.1% |
| 5Y | -79.7% | +53.4% | -133.0% | -81.4% |
| All | -76.7% | +46.2% | -122.9% | -78.8% |
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 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