+1,641.8%
TSM vs LDOS
+241.3%
+1,400.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.8% |
| 7D | +4.4% | -1.3% | +5.8% | +4.7% |
| 30D | -7.0% | +10.1% | -17.1% | -9.3% |
| 3M | -1.8% | -4.7% | +2.9% | -1.2% |
| 6M | +2.7% | +5.6% | -2.9% | +0.3% |
| YTD | +37.1% | -25.1% | +62.2% | +45.0% |
| 1Y | +43.5% | -31.7% | +75.1% | +55.6% |
| 3Y | +341.5% | +33.7% | +307.8% | +287.2% |
| 5Y | +278.9% | +54.4% | +224.5% | +211.7% |
| 10Y | +1,641.8% | +236.4% | +1,405.4% | +1,086.7% |
| All | +1,641.8% | +241.3% | +1,400.5% | +1,086.7% |
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