+326.1%
TPR vs LDOS
+278.0%
+48.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.3% | -5.4% | +3.1% | -0.1% |
| 30D | -23.0% | +4.9% | -27.9% | -24.8% |
| 3M | -12.5% | +7.2% | -19.7% | -16.0% |
| 6M | -21.4% | -24.2% | +2.8% | -12.6% |
| YTD | -3.5% | -25.8% | +22.3% | +7.0% |
| 1Y | +17.4% | -24.7% | +42.1% | +28.9% |
| 3Y | +291.3% | +39.3% | +252.0% | +190.1% |
| 5Y | +241.9% | +43.3% | +198.6% | +138.5% |
| All | +326.1% | +278.0% | +48.1% | +110.0% |
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