-53.2%
TE vs LDOS
+42.9%
-96.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.0% | -5.4% | +1.4% | -3.0% |
| 30D | -15.9% | +4.9% | -20.8% | -16.7% |
| 3M | -60.5% | +7.2% | -67.7% | -61.1% |
| 6M | -35.2% | -24.2% | -11.0% | -31.8% |
| YTD | -31.1% | -25.8% | -5.3% | -27.1% |
| 1Y | +148.6% | -24.7% | +173.4% | +162.3% |
| 3Y | -26.4% | +39.3% | -65.7% | -31.3% |
| 5Y | -48.0% | +43.3% | -91.3% | -52.1% |
| All | -53.2% | +42.9% | -96.0% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling