+26.0%
TMO vs LDOS
-27.4%
+53.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -0.5% | -4.2% | +3.7% | +0.5% |
| 30D | +1.0% | -7.9% | +8.9% | +2.7% |
| 3M | +22.7% | +4.1% | +18.6% | +21.1% |
| 6M | +19.0% | -28.2% | +47.2% | +30.3% |
| YTD | +4.7% | -28.5% | +33.3% | +13.3% |
| 1Y | +26.0% | -27.7% | +53.7% | +25.1% |
| All | +26.0% | -27.4% | +53.4% | +25.1% |
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