+238.4%
TMUS vs LDOS
+248.5%
-10.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | +3.6% | -7.2% | +10.8% | +5.6% |
| 30D | -3.4% | +16.8% | -20.2% | -7.4% |
| 3M | -9.5% | -1.6% | -7.9% | -9.4% |
| 6M | -15.2% | -1.0% | -14.2% | -15.6% |
| YTD | -18.9% | -25.8% | +6.8% | -13.7% |
| 1Y | -17.7% | -31.1% | +13.4% | -10.5% |
| 3Y | +15.6% | +32.8% | -17.2% | -2.3% |
| 5Y | +38.9% | +49.4% | -10.5% | +10.3% |
| All | +238.4% | +248.5% | -10.0% | +87.2% |
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 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