+19.3%
TPR vs LDOS
-27.6%
+46.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | +12.6% | -2.8% | +15.5% | +12.9% |
| 30D | +7.1% | +13.6% | -6.4% | +5.8% |
| 3M | -19.4% | +4.2% | -23.6% | -20.1% |
| 6M | -9.7% | -8.2% | -1.5% | -10.2% |
| YTD | -1.0% | -24.1% | +23.1% | -1.3% |
| 1Y | +19.3% | -31.2% | +50.5% | +21.6% |
| All | +19.3% | -27.6% | +46.9% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling