+24.3%
TPR vs LDOS
-31.3%
+55.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.1% |
| 7D | +13.9% | -3.7% | +17.6% | +14.2% |
| 30D | +14.9% | +16.4% | -1.5% | +13.2% |
| 3M | -15.4% | +7.4% | -22.8% | -16.4% |
| 6M | -4.5% | -0.3% | -4.1% | -5.4% |
| YTD | +6.0% | -24.0% | +30.0% | +5.6% |
| 1Y | +24.3% | -29.6% | +53.9% | +28.0% |
| All | +24.3% | -31.3% | +55.6% | +28.0% |
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 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