-80.5%
TE vs LDOS
+40.6%
-121.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -19.1% | -1.6% | -17.4% | -18.9% |
| 30D | -34.1% | +8.2% | -42.4% | -35.3% |
| 3M | -60.1% | -8.2% | -52.0% | -59.7% |
| 6M | -66.0% | +5.8% | -71.8% | -66.5% |
| YTD | -71.4% | -27.0% | -44.4% | -69.8% |
| 1Y | -45.3% | -31.0% | -14.3% | -41.7% |
| 3Y | +9.1% | +29.3% | -20.1% | +2.6% |
| 5Y | -82.6% | +48.7% | -131.3% | -84.0% |
| All | -80.5% | +40.6% | -121.2% | -82.2% |
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