+384.1%
TPR vs LDOS
+256.7%
+127.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.0% |
| 7D | +13.9% | -3.7% | +17.6% | +15.5% |
| 30D | +14.9% | +16.4% | -1.5% | +7.6% |
| 3M | -15.4% | +7.4% | -22.8% | -18.6% |
| 6M | -4.5% | -0.3% | -4.1% | -5.7% |
| YTD | +6.0% | -24.0% | +30.0% | +15.9% |
| 1Y | +24.3% | -29.6% | +53.9% | +40.8% |
| 3Y | +412.8% | +35.1% | +377.7% | +287.1% |
| 5Y | +258.4% | +52.9% | +205.5% | +140.2% |
| All | +384.1% | +256.7% | +127.4% | +147.4% |
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