-12.3%
TLT vs LDOS
+254.8%
-267.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | -0.3% | +1.9% | -2.2% | -0.2% |
| 30D | +3.7% | +12.8% | -9.1% | +4.5% |
| 3M | -0.7% | -1.0% | +0.4% | -0.7% |
| 6M | -4.2% | +6.2% | -10.4% | -3.7% |
| YTD | -4.0% | -23.2% | +19.2% | -5.4% |
| 1Y | -5.8% | -29.5% | +23.6% | -7.8% |
| 3Y | +4.1% | +37.1% | -33.0% | +8.6% |
| 5Y | -34.8% | +55.6% | -90.4% | -30.6% |
| 10Y | -12.3% | +249.4% | -261.8% | -2.1% |
| All | -12.3% | +254.8% | -267.2% | -2.1% |
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