-1.4%
TFC vs LDOS
+52.0%
-53.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +1.1% | -3.7% | +4.7% | +2.1% |
| 30D | +7.8% | +16.4% | -8.6% | +3.0% |
| 3M | -4.8% | +7.4% | -12.2% | -7.2% |
| 6M | +1.8% | -0.3% | +2.2% | +1.3% |
| YTD | +4.4% | -24.0% | +28.4% | +12.1% |
| 1Y | +18.0% | -29.6% | +47.5% | +30.1% |
| 3Y | +85.2% | +35.1% | +50.1% | +51.9% |
| 5Y | -1.4% | +52.9% | -54.3% | -22.0% |
| All | -1.4% | +52.0% | -53.3% | -22.0% |
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