+237.8%
TMUS vs LDOS
+226.9%
+10.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +4.9% | -1.6% | +6.5% | +5.3% |
| 30D | +7.7% | +8.2% | -0.5% | +5.4% |
| 3M | -6.8% | -8.2% | +1.4% | -5.0% |
| 6M | -9.7% | +5.8% | -15.5% | -11.8% |
| YTD | -15.0% | -27.0% | +12.0% | -9.1% |
| 1Y | -19.1% | -31.0% | +11.9% | -12.2% |
| 3Y | +21.4% | +29.3% | -7.9% | +3.5% |
| 5Y | +51.2% | +48.7% | +2.4% | +20.2% |
| All | +237.8% | +226.9% | +10.8% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling