+151.8%
TER vs LDOS
+32.3%
+119.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.7% |
| 7D | -20.5% | -7.2% | -13.3% | -20.2% |
| 30D | -47.0% | +16.8% | -63.9% | -47.8% |
| 3M | -43.3% | -1.6% | -41.7% | -43.3% |
| 6M | -42.9% | -1.0% | -41.9% | -41.7% |
| YTD | +12.9% | -25.8% | +38.6% | +23.8% |
| 1Y | +18.2% | -31.1% | +49.3% | +33.1% |
| 3Y | +151.8% | +32.8% | +119.0% | +114.7% |
| All | +151.8% | +32.3% | +119.5% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling