+1,345.3%
THC vs LDOS
+256.7%
+1,088.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +5.9% | -3.7% | +9.6% | +7.7% |
| 30D | +10.8% | +16.4% | -5.6% | +2.4% |
| 3M | +9.4% | +7.4% | +2.0% | +4.5% |
| 6M | +53.3% | -0.3% | +53.6% | +50.9% |
| YTD | +44.2% | -24.0% | +68.2% | +58.7% |
| 1Y | +37.3% | -29.6% | +66.9% | +57.9% |
| 3Y | +421.6% | +35.1% | +386.5% | +292.5% |
| 5Y | +279.8% | +52.9% | +226.9% | +156.9% |
| All | +1,345.3% | +256.7% | +1,088.6% | +1,314.1% |
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