+151.0%
TFC vs LDOS
+494.7%
-343.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +2.4% | -5.4% | +7.8% | +4.9% |
| 30D | -1.3% | +4.9% | -6.2% | -3.8% |
| 3M | +6.1% | +7.2% | -1.1% | +1.7% |
| 6M | +7.3% | -24.2% | +31.6% | +19.8% |
| YTD | +8.2% | -25.8% | +34.0% | +20.7% |
| 1Y | +14.4% | -24.7% | +39.1% | +26.3% |
| 3Y | +93.7% | +39.3% | +54.4% | +54.1% |
| 5Y | +16.4% | +43.3% | -26.9% | -10.6% |
| 10Y | +101.6% | +278.6% | -177.0% | +0.1% |
| All | +151.0% | +494.7% | -343.8% | -6.5% |
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