-27.8%
TE vs LDOS
+39.7%
-67.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.0% | -5.4% | +1.4% | -2.8% |
| 30D | -15.9% | +4.9% | -20.8% | -16.9% |
| 3M | -60.5% | +7.2% | -67.7% | -61.0% |
| 6M | -35.2% | -24.2% | -11.0% | -29.6% |
| YTD | -31.1% | -25.8% | -5.3% | -24.5% |
| 1Y | +148.6% | -24.7% | +173.4% | +170.8% |
| All | -27.8% | +39.7% | -67.5% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling