-45.3%
TE vs LDOS
-31.9%
-13.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.1% |
| 7D | -19.1% | -1.6% | -17.4% | -19.2% |
| 30D | -34.1% | +8.2% | -42.4% | -34.7% |
| 3M | -60.1% | -8.2% | -52.0% | -59.6% |
| 6M | -66.0% | +5.8% | -71.8% | -65.0% |
| YTD | -71.4% | -27.0% | -44.4% | -66.5% |
| 1Y | -45.3% | -31.0% | -14.3% | -37.6% |
| All | -45.3% | -31.9% | -13.4% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling