+75.2%
TLT vs LDOS
+509.1%
-433.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | -3.7% | +4.2% | +0.2% |
| 30D | +6.0% | +16.4% | -10.4% | +7.7% |
| 3M | -0.9% | +7.4% | -8.3% | -0.1% |
| 6M | -2.6% | -0.3% | -2.3% | -2.4% |
| YTD | -3.1% | -24.0% | +20.9% | -5.5% |
| 1Y | -4.4% | -29.6% | +25.2% | -7.5% |
| 3Y | +5.5% | +35.1% | -29.7% | +11.2% |
| 5Y | -34.7% | +52.9% | -87.6% | -29.5% |
| 10Y | -17.6% | +262.2% | -279.8% | +3.8% |
| All | +75.2% | +509.1% | -433.8% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling