+7,260.8%
TSM vs LDOS
+508.5%
+6,752.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -10.0% | -2.8% | -7.1% | -9.3% |
| 30D | -18.5% | +13.6% | -32.1% | -22.0% |
| 3M | -4.9% | +4.2% | -9.1% | -6.9% |
| 6M | -1.0% | -8.2% | +7.2% | +0.2% |
| YTD | +31.3% | -24.1% | +55.3% | +39.8% |
| 1Y | +36.0% | -31.2% | +67.2% | +49.7% |
| 3Y | +348.7% | +35.0% | +313.7% | +282.7% |
| 5Y | +264.0% | +52.6% | +211.3% | +190.0% |
| 10Y | +1,550.5% | +261.9% | +1,288.7% | +793.9% |
| All | +7,260.8% | +508.5% | +6,752.4% | +2,840.0% |
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