+995.4%
TER vs LDOS
+226.9%
+768.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.2% |
| 7D | +14.4% | -1.6% | +16.0% | +15.0% |
| 30D | -30.6% | +8.2% | -38.8% | -33.1% |
| 3M | -39.2% | -8.2% | -31.0% | -38.1% |
| 6M | -31.3% | +5.8% | -37.1% | -34.8% |
| YTD | +29.1% | -27.0% | +56.1% | +42.2% |
| 1Y | +47.4% | -31.0% | +78.4% | +66.9% |
| 3Y | +191.2% | +29.3% | +161.9% | +133.9% |
| 5Y | +74.0% | +48.7% | +25.3% | +27.0% |
| All | +995.4% | +226.9% | +768.5% | +451.3% |
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