+13.6%
TER vs LDOS
-31.3%
+44.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.1% | -15.3% | -15.2% |
| 7D | -28.2% | -3.7% | -24.5% | -28.8% |
| 30D | -50.6% | +16.4% | -66.9% | -48.6% |
| 3M | -45.3% | +7.4% | -52.8% | -44.1% |
| 6M | -40.4% | -0.3% | -40.0% | -35.0% |
| YTD | +10.0% | -24.0% | +34.1% | +19.9% |
| 1Y | +13.6% | -29.6% | +43.2% | +28.2% |
| All | +13.6% | -31.3% | +44.9% | +28.2% |
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