+224.7%
TSM vs LDOS
+52.0%
+172.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.1% | -10.9% | -10.8% |
| 7D | -18.2% | -3.7% | -14.5% | -17.9% |
| 30D | -26.8% | +16.4% | -43.2% | -28.2% |
| 3M | -14.5% | +7.4% | -21.9% | -15.5% |
| 6M | -10.0% | -0.3% | -9.7% | -10.0% |
| YTD | +17.1% | -24.0% | +41.1% | +22.0% |
| 1Y | +21.5% | -29.6% | +51.1% | +28.4% |
| 3Y | +300.4% | +35.1% | +265.3% | +267.6% |
| 5Y | +224.7% | +52.9% | +171.8% | +190.8% |
| All | +224.7% | +52.0% | +172.8% | +190.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling