+772.8%
TEAM vs LDOS
+284.3%
+488.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | +61.7% | +7.4% | +54.3% | +57.5% |
| 6M | +98.5% | -0.3% | +98.8% | +97.5% |
| YTD | +13.0% | -24.0% | +37.1% | +22.8% |
| 1Y | +13.5% | -29.6% | +43.1% | +26.4% |
| 3Y | +3.6% | +35.1% | -31.5% | -10.0% |
| 5Y | -58.4% | +52.9% | -111.3% | -66.0% |
| 10Y | +581.4% | +262.2% | +319.2% | +242.0% |
| All | +772.8% | +284.3% | +488.6% | +307.6% |
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