+199.9%
TER vs LDOS
-24.0%
+224.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.5% |
| 7D | +0.6% | -5.4% | +6.0% | +0.2% |
| 30D | -8.3% | +4.9% | -13.2% | -8.1% |
| 3M | -12.2% | +7.2% | -19.4% | -8.0% |
| 6M | +17.1% | -24.2% | +41.3% | +31.2% |
| YTD | +84.7% | -25.8% | +110.5% | +102.4% |
| 1Y | +199.9% | -24.7% | +224.6% | +227.8% |
| All | +199.9% | -24.0% | +224.0% | +227.8% |
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