+424.7%
TPR vs LDOS
+494.7%
-70.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.9% |
| YTD | -3.5% | -25.8% | +22.3% | +6.6% |
| 1Y | +17.4% | -24.7% | +42.1% | +28.6% |
| 3Y | +291.3% | +39.3% | +252.0% | +206.3% |
| 5Y | +241.9% | +43.3% | +198.6% | +155.8% |
| 10Y | +322.7% | +278.6% | +44.1% | +108.2% |
| All | +424.7% | +494.7% | -70.0% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling