+683.8%
TEL vs LDOS
+490.5%
+193.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +3.0% | -5.4% | +8.4% | +5.4% |
| 30D | -3.9% | +4.9% | -8.8% | -6.2% |
| 3M | -5.1% | +7.2% | -12.3% | -8.7% |
| 6M | +0.6% | -24.2% | +24.8% | +11.9% |
| YTD | -7.3% | -25.8% | +18.5% | +2.8% |
| 1Y | +1.1% | -24.7% | +25.9% | +11.2% |
| 3Y | +63.7% | +39.3% | +24.4% | +31.1% |
| 5Y | +50.7% | +43.3% | +7.4% | +16.0% |
| 10Y | +290.2% | +278.6% | +11.6% | +81.6% |
| All | +683.8% | +490.5% | +193.3% | +167.3% |
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