-3.0%
TFC vs LDOS
+49.1%
-52.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | +1.2% | -7.2% | +8.4% | +3.4% |
| 30D | +8.3% | +16.8% | -8.5% | +3.4% |
| 3M | -5.2% | -1.6% | -3.6% | -5.1% |
| 6M | -0.8% | -1.0% | +0.2% | -1.2% |
| YTD | +3.4% | -25.8% | +29.2% | +11.9% |
| 1Y | +17.0% | -31.1% | +48.1% | +29.9% |
| 3Y | +86.2% | +32.8% | +53.4% | +53.4% |
| All | -3.0% | +49.1% | -52.2% | -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