+37.7%
TMUS vs LDOS
+52.0%
-14.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +9.0% | -3.7% | +12.7% | +9.6% |
| 30D | -3.2% | +16.4% | -19.6% | -5.1% |
| 3M | -6.9% | +7.4% | -14.3% | -7.8% |
| 6M | -16.4% | -0.3% | -16.1% | -16.6% |
| YTD | -19.6% | -24.0% | +4.4% | -17.5% |
| 1Y | -19.9% | -29.6% | +9.7% | -16.6% |
| 3Y | +14.5% | +35.1% | -20.6% | +0.4% |
| 5Y | +37.7% | +52.9% | -15.2% | +20.4% |
| All | +37.7% | +52.0% | -14.3% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling