-45.7%
TOST vs LDOS
+54.0%
-99.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -3.4% | -5.4% | +2.0% | -1.9% |
| 30D | -2.4% | +4.9% | -7.3% | -4.1% |
| 3M | +34.6% | +7.2% | +27.4% | +31.1% |
| 6M | +15.2% | -24.2% | +39.5% | +24.4% |
| YTD | -4.4% | -25.8% | +21.4% | +3.4% |
| 1Y | -17.4% | -24.7% | +7.3% | -11.3% |
| 3Y | +54.5% | +39.3% | +15.2% | +33.2% |
| All | -45.7% | +54.0% | -99.7% | -57.2% |
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