+1,410.4%
TSM vs LDOS
+248.5%
+1,161.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +6.8% |
| 7D | -7.6% | -7.2% | -0.4% | -6.1% |
| 30D | -20.5% | +16.8% | -37.3% | -23.5% |
| 3M | -10.0% | -1.6% | -8.4% | -10.2% |
| 6M | -10.1% | -1.0% | -9.1% | -10.7% |
| YTD | +24.5% | -25.8% | +50.3% | +32.0% |
| 1Y | +31.2% | -31.1% | +62.3% | +41.8% |
| 3Y | +322.0% | +32.8% | +289.2% | +271.3% |
| 5Y | +245.3% | +49.4% | +195.9% | +187.6% |
| All | +1,410.4% | +248.5% | +1,161.9% | +1,030.6% |
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 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