+1,665.4%
TMO vs LDOS
+495.0%
+1,170.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.4% |
| 7D | -0.3% | -7.2% | +6.9% | +2.0% |
| 30D | +4.9% | +16.8% | -11.9% | -0.7% |
| 3M | +19.9% | -1.6% | +21.5% | +19.7% |
| 6M | +47.2% | -1.0% | +48.1% | +45.7% |
| YTD | +20.2% | -25.8% | +46.0% | +30.2% |
| 1Y | +23.2% | -31.1% | +54.3% | +36.8% |
| 3Y | +54.2% | +32.8% | +21.4% | +33.4% |
| 5Y | +14.3% | +49.4% | -35.1% | -7.1% |
| 10Y | +387.6% | +253.9% | +133.7% | +170.1% |
| All | +1,665.4% | +495.0% | +1,170.4% | +635.3% |
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