+677.7%
TEL vs LDOS
+490.8%
+186.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.3% |
| 7D | -2.8% | -7.2% | +4.4% | +0.1% |
| 30D | -4.1% | +16.8% | -20.9% | -10.6% |
| 3M | -3.4% | -1.6% | -1.8% | -3.5% |
| 6M | -3.5% | -1.0% | -2.5% | -4.7% |
| YTD | -8.0% | -25.8% | +17.7% | +1.2% |
| 1Y | -13.7% | -31.1% | +17.4% | -1.8% |
| 3Y | +71.9% | +32.8% | +39.1% | +40.1% |
| 5Y | +40.9% | +49.4% | -8.5% | +5.8% |
| 10Y | +293.3% | +253.9% | +39.5% | +88.3% |
| All | +677.7% | +490.8% | +186.9% | +163.3% |
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