+109.8%
TEM vs LDOS
-2.6%
+112.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.3% | +8.7% | +9.5% |
| 7D | +7.6% | -5.8% | +13.4% | +11.8% |
| 30D | +19.0% | +11.6% | +7.5% | +9.4% |
| 3M | +62.2% | -1.0% | +63.2% | +61.7% |
| 6M | +69.4% | +5.1% | +64.3% | +60.9% |
| YTD | +43.0% | -24.0% | +67.0% | +78.3% |
| 1Y | +18.0% | -30.3% | +48.3% | +60.4% |
| All | +109.8% | -2.6% | +112.3% | +143.6% |
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 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