+75.8%
TLT vs LDOS
+494.7%
-418.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.2% |
| 7D | -0.4% | -5.4% | +5.0% | -1.0% |
| 30D | -0.6% | +4.9% | -5.5% | 0.0% |
| 3M | -2.7% | +7.2% | -9.9% | -1.9% |
| 6M | -5.6% | -24.2% | +18.6% | -8.2% |
| YTD | -2.8% | -25.8% | +23.0% | -5.5% |
| 1Y | -1.4% | -24.7% | +23.3% | -3.9% |
| 3Y | -1.6% | +39.3% | -40.9% | +4.2% |
| 5Y | -33.8% | +43.3% | -77.1% | -29.1% |
| 10Y | -21.1% | +278.6% | -299.7% | +0.1% |
| All | +75.8% | +494.7% | -418.9% | +157.8% |
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