+71.9%
TEL vs LDOS
+32.3%
+39.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | -2.8% | -7.2% | +4.4% | -1.7% |
| 30D | -4.1% | +16.8% | -20.9% | -6.9% |
| 3M | -3.4% | -1.6% | -1.8% | -3.3% |
| 6M | -3.5% | -1.0% | -2.5% | -3.6% |
| YTD | -8.0% | -25.8% | +17.7% | -3.5% |
| 1Y | -13.7% | -31.1% | +17.4% | -7.7% |
| 3Y | +71.9% | +32.8% | +39.1% | +59.5% |
| All | +71.9% | +32.3% | +39.7% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling