-35.1%
TLT vs LDOS
+51.2%
-86.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | +0.3% | -5.8% | +6.1% | +0.3% |
| 30D | +5.1% | +11.6% | -6.5% | +5.1% |
| 3M | -0.2% | -1.0% | +0.8% | -0.2% |
| 6M | -2.9% | +5.1% | -8.0% | -3.0% |
| YTD | -2.7% | -24.0% | +21.4% | -2.8% |
| 1Y | -4.6% | -30.3% | +25.7% | -4.8% |
| 3Y | +6.1% | +37.0% | -30.9% | +7.7% |
| 5Y | -35.1% | +53.4% | -88.5% | -35.2% |
| All | -35.1% | +51.2% | -86.3% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling