+275.4%
LDOS vs TAP
-49.2%
+324.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -5.4% | -2.3% | -3.1% | -4.9% |
| 30D | +4.9% | -2.1% | +7.0% | +5.4% |
| 3M | +7.2% | +6.6% | +0.6% | +5.4% |
| 6M | -24.2% | -11.5% | -12.8% | -22.3% |
| YTD | -25.8% | -10.3% | -15.5% | -24.4% |
| 1Y | -24.7% | -14.4% | -10.3% | -22.6% |
| 3Y | +39.3% | -28.3% | +67.6% | +47.8% |
| 5Y | +43.3% | +1.7% | +41.6% | +32.8% |
| All | +275.4% | -49.2% | +324.6% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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