+88.5%
TFC vs LDOS
+248.5%
-159.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.1% |
| 7D | +1.2% | -7.2% | +8.4% | +4.6% |
| 30D | +8.3% | +16.8% | -8.5% | +0.6% |
| 3M | -5.2% | -1.6% | -3.6% | -5.1% |
| 6M | -0.8% | -1.0% | +0.2% | -1.8% |
| YTD | +3.4% | -25.8% | +29.2% | +15.8% |
| 1Y | +17.0% | -31.1% | +48.1% | +36.0% |
| 3Y | +86.2% | +32.8% | +53.4% | +44.3% |
| 5Y | -2.3% | +49.4% | -51.7% | -31.4% |
| All | +88.5% | +248.5% | -159.9% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling