-21.7%
TLT vs LDOS
+278.0%
-299.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.2% |
| 7D | -0.4% | -5.4% | +5.0% | -0.8% |
| 30D | -0.6% | +4.9% | -5.5% | -0.2% |
| 3M | -2.7% | +7.2% | -9.9% | -2.2% |
| 6M | -5.6% | -24.2% | +18.6% | -7.3% |
| YTD | -2.8% | -25.8% | +23.0% | -4.5% |
| 1Y | -1.4% | -24.7% | +23.3% | -3.0% |
| 3Y | -1.6% | +39.3% | -40.9% | +3.0% |
| 5Y | -33.8% | +43.3% | -77.1% | -30.0% |
| All | -21.7% | +278.0% | -299.7% | -8.1% |
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