+76.1%
TER vs LDOS
+54.3%
+21.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -8.9% | +1.9% | -10.8% | -9.2% |
| 30D | -39.1% | +12.8% | -51.8% | -40.7% |
| 3M | -32.8% | -1.0% | -31.7% | -32.9% |
| 6M | -31.7% | +6.2% | -37.9% | -32.9% |
| YTD | +26.9% | -23.2% | +50.2% | +37.8% |
| 1Y | +33.6% | -29.5% | +63.1% | +49.9% |
| 3Y | +181.5% | +37.1% | +144.5% | +133.9% |
| 5Y | +76.1% | +55.6% | +20.5% | +38.5% |
| All | +76.1% | +54.3% | +21.9% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling