+39.5%
TMUS vs LDOS
+39.7%
-0.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | +0.1% | -5.4% | +5.5% | +0.5% |
| 30D | +5.3% | +4.9% | +0.4% | +4.8% |
| 3M | +3.1% | +7.2% | -4.1% | +2.4% |
| 6M | -16.5% | -24.2% | +7.8% | -15.6% |
| YTD | -9.2% | -25.8% | +16.6% | -8.6% |
| 1Y | -26.5% | -24.7% | -1.8% | -26.3% |
| All | +39.5% | +39.7% | -0.3% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling