+36.1%
TPR vs LDOS
-31.2%
+67.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +14.2% | -7.2% | +21.4% | +15.0% |
| 30D | +17.1% | +16.8% | +0.2% | +15.4% |
| 3M | -17.7% | -1.6% | -16.1% | -18.0% |
| 6M | -10.2% | -1.0% | -9.2% | -10.8% |
| YTD | +4.9% | -25.8% | +30.7% | +5.0% |
| 1Y | +36.1% | -31.1% | +67.2% | +40.6% |
| All | +36.1% | -31.2% | +67.3% | +40.6% |
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