+1,458.5%
TMO vs LDOS
+494.7%
+963.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.4% | -5.4% | +4.1% | +0.4% |
| 30D | +6.2% | +4.9% | +1.3% | +4.3% |
| 3M | +27.5% | +7.2% | +20.3% | +23.5% |
| 6M | +20.0% | -24.2% | +44.2% | +30.5% |
| YTD | +6.1% | -25.8% | +31.9% | +15.6% |
| 1Y | +25.8% | -24.7% | +50.6% | +36.2% |
| 3Y | +11.2% | +39.3% | -28.1% | -5.0% |
| 5Y | +9.6% | +43.3% | -33.8% | -9.3% |
| 10Y | +317.8% | +278.6% | +39.2% | +126.3% |
| All | +1,458.5% | +494.7% | +963.7% | +552.5% |
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