+1,733.7%
TMO vs LDOS
+508.8%
+1,224.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.3% | +1.5% | +3.1% |
| 7D | +5.7% | -5.8% | +11.5% | +7.6% |
| 30D | +9.7% | +11.6% | -1.9% | +5.5% |
| 3M | +21.6% | -1.0% | +22.6% | +21.2% |
| 6M | +55.5% | +5.1% | +50.4% | +50.9% |
| YTD | +24.9% | -24.0% | +48.9% | +34.3% |
| 1Y | +26.5% | -30.3% | +56.8% | +40.0% |
| 3Y | +64.0% | +37.0% | +27.1% | +40.5% |
| 5Y | +18.3% | +53.4% | -35.0% | -4.6% |
| 10Y | +388.2% | +252.0% | +136.3% | +171.5% |
| All | +1,733.7% | +508.8% | +1,224.9% | +658.1% |
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 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