-79.7%
TE vs LDOS
+49.1%
-128.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.1% |
| 7D | -12.6% | -7.2% | -5.4% | -11.3% |
| 30D | -36.7% | +16.8% | -53.6% | -39.9% |
| 3M | -57.5% | -1.6% | -55.9% | -57.6% |
| 6M | -55.2% | -1.0% | -54.2% | -55.4% |
| YTD | -64.7% | -25.8% | -38.9% | -61.2% |
| 1Y | -35.9% | -31.1% | -4.8% | -27.5% |
| 3Y | -31.8% | +32.8% | -64.6% | -45.4% |
| All | -79.7% | +49.1% | -128.8% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling