-50.3%
TEAM vs LDOS
+43.9%
-94.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -0.4% | -5.4% | +5.0% | +1.3% |
| 30D | +67.3% | +4.9% | +62.4% | +65.2% |
| 3M | +86.8% | +7.2% | +79.6% | +82.5% |
| 6M | +146.8% | -24.2% | +171.1% | +165.5% |
| YTD | +16.9% | -25.8% | +42.7% | +26.2% |
| 1Y | +12.8% | -24.7% | +37.5% | +21.0% |
| 3Y | -7.3% | +39.3% | -46.6% | -17.0% |
| All | -50.3% | +43.9% | -94.2% | -55.4% |
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