+1,502.2%
TSM vs LDOS
+262.7%
+1,239.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +3.0% |
| 7D | -2.5% | -5.8% | +3.3% | -1.3% |
| 30D | -14.3% | +11.6% | -25.8% | -16.6% |
| 3M | -7.2% | -1.0% | -6.2% | -7.5% |
| 6M | -5.1% | +5.1% | -10.2% | -7.1% |
| YTD | +28.9% | -24.0% | +52.9% | +36.0% |
| 1Y | +37.1% | -30.3% | +67.4% | +48.0% |
| 3Y | +341.5% | +37.0% | +304.5% | +285.2% |
| 5Y | +245.7% | +53.4% | +192.3% | +185.8% |
| 10Y | +1,502.2% | +252.0% | +1,250.3% | +1,072.5% |
| All | +1,502.2% | +262.7% | +1,239.6% | +1,072.5% |
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 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