-43.4%
TOST vs LDOS
+57.6%
-101.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | +10.7% | -2.8% | +13.5% | +11.6% |
| 30D | +17.7% | +13.6% | +4.2% | +13.2% |
| 3M | +4.6% | +4.2% | +0.4% | +2.8% |
| 6M | +20.3% | -8.2% | +28.5% | +22.5% |
| YTD | -0.4% | -24.1% | +23.7% | +6.8% |
| 1Y | -0.8% | -31.2% | +30.5% | +9.5% |
| 3Y | +102.2% | +35.0% | +67.2% | +75.7% |
| 5Y | -41.3% | +52.6% | -93.9% | -51.5% |
| All | -43.4% | +57.6% | -101.0% | -55.8% |
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