+886.2%
TER vs LDOS
+248.5%
+637.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.4% |
| 7D | -20.5% | -7.2% | -13.3% | -18.5% |
| 30D | -47.0% | +16.8% | -63.9% | -50.4% |
| 3M | -43.3% | -1.6% | -41.7% | -43.8% |
| 6M | -42.9% | -1.0% | -41.9% | -44.1% |
| YTD | +12.9% | -25.8% | +38.6% | +23.6% |
| 1Y | +18.2% | -31.1% | +49.3% | +34.0% |
| 3Y | +151.8% | +32.8% | +119.0% | +100.2% |
| 5Y | +54.2% | +49.4% | +4.8% | +12.8% |
| All | +886.2% | +248.5% | +637.7% | +400.9% |
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