+7,856.3%
TSM vs LDOS
+494.7%
+7,361.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.7% |
| 7D | +2.7% | -5.4% | +8.1% | +4.5% |
| 30D | +3.6% | +4.9% | -1.3% | +1.8% |
| 3M | -3.4% | +7.2% | -10.6% | -6.3% |
| 6M | +20.6% | -24.2% | +44.9% | +30.5% |
| YTD | +41.9% | -25.8% | +67.7% | +53.2% |
| 1Y | +84.4% | -24.7% | +109.1% | +97.7% |
| 3Y | +380.2% | +39.3% | +340.9% | +306.6% |
| 5Y | +275.3% | +43.3% | +232.0% | +206.9% |
| 10Y | +1,751.4% | +278.6% | +1,472.8% | +887.9% |
| All | +7,856.3% | +494.7% | +7,361.5% | +3,120.3% |
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