+88.9%
TEM vs LDOS
-4.8%
+93.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.3% | +10.3% | +9.5% |
| 7D | +5.3% | -7.2% | +12.5% | +10.4% |
| 30D | +8.1% | +16.8% | -8.7% | -4.3% |
| 3M | +64.9% | -1.6% | +66.5% | +64.9% |
| 6M | +42.1% | -1.0% | +43.1% | +41.8% |
| YTD | +28.8% | -25.8% | +54.6% | +62.9% |
| 1Y | +5.5% | -31.1% | +36.6% | +43.8% |
| All | +88.9% | -4.8% | +93.7% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling