+21.1%
TMO vs LDOS
-31.9%
+53.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +0.8% | -1.6% | +2.4% | +1.0% |
| 30D | +4.0% | +8.2% | -4.2% | +2.3% |
| 3M | +17.6% | -8.2% | +25.8% | +19.0% |
| 6M | +57.3% | +5.8% | +51.4% | +54.4% |
| YTD | +21.2% | -27.0% | +48.1% | +27.1% |
| 1Y | +21.1% | -31.0% | +52.1% | +30.2% |
| All | +21.1% | -31.9% | +53.0% | +30.2% |
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 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