+268.7%
TMUS vs LDOS
+489.2%
-220.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | +7.5% | -2.8% | +10.3% | +8.6% |
| 30D | -3.3% | +13.6% | -16.9% | -7.7% |
| 3M | -9.7% | +4.2% | -13.9% | -11.5% |
| 6M | -17.2% | -8.2% | -9.0% | -15.8% |
| YTD | -20.3% | -24.1% | +3.7% | -14.6% |
| 1Y | -21.2% | -31.2% | +10.0% | -12.5% |
| 3Y | +13.5% | +35.0% | -21.5% | -6.1% |
| 5Y | +36.5% | +52.6% | -16.1% | +5.0% |
| 10Y | +239.2% | +261.9% | -22.7% | +71.5% |
| All | +268.7% | +489.2% | -220.5% | +32.6% |
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