-76.8%
TE vs LDOS
+46.3%
-123.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +0.1% | -16.6% | -16.5% |
| 7D | -20.3% | -3.7% | -16.6% | -20.0% |
| 30D | -40.0% | +16.4% | -56.4% | -41.7% |
| 3M | -58.3% | +7.4% | -65.7% | -59.0% |
| 6M | -57.3% | -0.3% | -57.0% | -57.4% |
| YTD | -65.9% | -24.0% | -41.9% | -64.2% |
| 1Y | -44.3% | -29.6% | -14.7% | -40.6% |
| 3Y | -36.0% | +35.1% | -71.1% | -40.1% |
| 5Y | -80.1% | +52.9% | -133.0% | -81.8% |
| All | -76.8% | +46.3% | -123.1% | -78.8% |
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