+75.0%
TEM vs LDOS
-2.5%
+77.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -6.9% | -6.9% |
| 7D | -9.5% | -3.7% | -5.8% | -7.4% |
| 30D | -2.2% | +16.4% | -18.5% | -12.9% |
| 3M | +50.8% | +7.4% | +43.4% | +41.5% |
| 6M | +30.3% | -0.3% | +30.6% | +30.0% |
| YTD | +19.3% | -24.0% | +43.3% | +48.7% |
| 1Y | -14.4% | -29.6% | +15.2% | +15.2% |
| All | +75.0% | -2.5% | +77.5% | +103.2% |
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