+1,859.8%
TER vs LDOS
+508.5%
+1,351.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -7.1% |
| 7D | -19.9% | -2.8% | -17.1% | -19.2% |
| 30D | -43.5% | +13.6% | -57.1% | -47.1% |
| 3M | -37.8% | +4.2% | -42.0% | -40.2% |
| 6M | -25.6% | -8.2% | -17.4% | -25.5% |
| YTD | +29.8% | -24.1% | +53.9% | +40.6% |
| 1Y | +43.2% | -31.2% | +74.4% | +62.8% |
| 3Y | +189.3% | +35.0% | +154.3% | +126.2% |
| 5Y | +76.9% | +52.6% | +24.3% | +26.7% |
| 10Y | +1,059.7% | +261.9% | +797.8% | +400.7% |
| All | +1,859.8% | +508.5% | +1,351.3% | +475.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling