+1,683.2%
TER vs LDOS
+278.0%
+1,405.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +0.6% | -5.4% | +6.0% | +2.8% |
| 30D | -8.3% | +4.9% | -13.2% | -10.4% |
| 3M | -12.2% | +7.2% | -19.4% | -15.9% |
| 6M | +17.1% | -24.2% | +41.3% | +29.9% |
| YTD | +84.7% | -25.8% | +110.5% | +104.8% |
| 1Y | +199.9% | -24.7% | +224.6% | +229.9% |
| 3Y | +232.8% | +39.3% | +193.5% | +161.4% |
| 5Y | +198.6% | +43.3% | +155.3% | +125.7% |
| All | +1,683.2% | +278.0% | +1,405.1% | +773.4% |
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