+73.5%
TFC vs LDOS
+228.4%
-154.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | +0.2% |
| 7D | +0.1% | -3.5% | +3.6% | +1.7% |
| 30D | +8.6% | +9.5% | -0.9% | +4.0% |
| 3M | -4.3% | -6.3% | +2.0% | -2.1% |
| 6M | +5.4% | +2.8% | +2.6% | +2.4% |
| YTD | +4.5% | -26.6% | +31.2% | +17.5% |
| 1Y | +14.0% | -31.3% | +45.3% | +32.5% |
| 3Y | +93.4% | +30.9% | +62.4% | +51.1% |
| 5Y | +0.5% | +49.4% | -48.9% | -29.5% |
| All | +73.5% | +228.4% | -154.8% | -5.2% |
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 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