-4.8%
TLT vs LDOS
-31.2%
+26.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +0.1% | -7.2% | +7.3% | +0.4% |
| 30D | +6.2% | +16.8% | -10.7% | +5.7% |
| 3M | +0.1% | -1.6% | +1.6% | 0.0% |
| 6M | -3.0% | -1.0% | -2.0% | -3.0% |
| YTD | -2.7% | -25.8% | +23.0% | -2.0% |
| 1Y | -4.8% | -31.1% | +26.2% | -3.9% |
| All | -4.8% | -31.2% | +26.4% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling