+333.8%
TMO vs LDOS
+258.9%
+74.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -0.5% | -4.2% | +3.7% | +0.7% |
| 30D | +1.0% | -7.9% | +8.9% | +3.3% |
| 3M | +22.7% | +4.1% | +18.6% | +20.4% |
| 6M | +19.0% | -28.2% | +47.2% | +30.2% |
| YTD | +4.7% | -28.5% | +33.3% | +14.1% |
| 1Y | +26.0% | -27.7% | +53.7% | +36.7% |
| 3Y | +18.0% | +38.4% | -20.4% | +2.9% |
| 5Y | +8.0% | +38.0% | -30.0% | -7.2% |
| 10Y | +333.8% | +262.1% | +71.7% | +173.4% |
| All | +333.8% | +258.9% | +74.8% | +173.4% |
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