+43.2%
TER vs LDOS
-27.6%
+70.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -6.6% |
| 7D | -19.9% | -2.8% | -17.1% | -20.4% |
| 30D | -43.5% | +13.6% | -57.1% | -41.5% |
| 3M | -37.8% | +4.2% | -42.0% | -36.6% |
| 6M | -25.6% | -8.2% | -17.4% | -18.3% |
| YTD | +29.8% | -24.1% | +53.9% | +41.9% |
| 1Y | +43.2% | -31.2% | +74.4% | +57.8% |
| All | +43.2% | -27.6% | +70.8% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling