+18.2%
TER vs LDOS
-31.2%
+49.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +1.9% |
| 7D | -20.5% | -7.2% | -13.3% | -22.0% |
| 30D | -47.0% | +16.8% | -63.9% | -45.0% |
| 3M | -43.3% | -1.6% | -41.7% | -42.8% |
| 6M | -42.9% | -1.0% | -41.9% | -38.3% |
| YTD | +12.9% | -25.8% | +38.6% | +22.3% |
| 1Y | +18.2% | -31.1% | +49.3% | +32.2% |
| All | +18.2% | -31.2% | +49.4% | +32.2% |
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