+288.1%
TEL vs LDOS
+254.8%
+33.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.9% |
| 7D | -0.9% | +1.9% | -2.8% | -1.6% |
| 30D | -0.2% | +12.8% | -13.0% | -4.9% |
| 3M | +2.0% | -1.0% | +3.0% | +1.8% |
| 6M | +6.4% | +6.2% | +0.2% | +2.7% |
| YTD | -3.2% | -23.2% | +20.0% | +4.6% |
| 1Y | -11.2% | -29.5% | +18.3% | -0.4% |
| 3Y | +79.8% | +37.1% | +42.7% | +44.9% |
| 5Y | +46.6% | +55.6% | -9.1% | +8.3% |
| 10Y | +288.1% | +249.4% | +38.7% | +124.5% |
| All | +288.1% | +254.8% | +33.3% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling