-58.4%
TEAM vs LDOS
+52.0%
-110.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | -10.2% | -3.7% | -6.5% | -9.2% |
| 30D | -5.5% | +16.4% | -21.9% | -10.7% |
| 3M | +61.7% | +7.4% | +54.3% | +57.7% |
| 6M | +98.5% | -0.3% | +98.8% | +96.8% |
| YTD | +13.0% | -24.0% | +37.1% | +20.9% |
| 1Y | +13.5% | -29.6% | +43.1% | +23.9% |
| 3Y | +3.6% | +35.1% | -31.5% | -7.7% |
| 5Y | -58.4% | +52.9% | -111.3% | -63.5% |
| All | -58.4% | +52.0% | -110.3% | -63.5% |
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