-65.2%
TEAM vs LDOS
+51.2%
-116.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | -17.2% | -5.8% | -11.4% | -15.5% |
| 30D | -25.1% | +11.6% | -36.7% | -28.1% |
| 3M | +3.9% | -1.0% | +4.9% | +4.1% |
| 6M | +69.1% | +5.1% | +64.1% | +65.4% |
| YTD | -4.5% | -24.0% | +19.6% | +2.3% |
| 1Y | -1.9% | -30.3% | +28.4% | +7.5% |
| 3Y | -9.3% | +37.0% | -46.3% | -19.5% |
| 5Y | -65.2% | +53.4% | -118.5% | -69.5% |
| All | -65.2% | +51.2% | -116.3% | -69.5% |
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