-16.9%
TLT vs LDOS
+248.5%
-265.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.1% |
| 7D | +0.1% | -7.2% | +7.3% | -0.3% |
| 30D | +6.2% | +16.8% | -10.7% | +7.2% |
| 3M | -0.3% | -1.6% | +1.2% | -0.4% |
| 6M | -3.4% | -1.0% | -2.4% | -3.3% |
| YTD | -3.1% | -25.8% | +22.6% | -4.8% |
| 1Y | -5.2% | -31.1% | +25.9% | -7.4% |
| 3Y | +6.5% | +32.8% | -26.3% | +11.0% |
| 5Y | -34.7% | +49.4% | -84.1% | -30.6% |
| All | -16.9% | +248.5% | -265.4% | +2.9% |
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