+252.0%
LDOS vs TAP
-49.5%
+301.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | -5.8% | -7.8% | +2.0% | -3.9% |
| 30D | +11.6% | +7.1% | +4.4% | +9.6% |
| 3M | -1.0% | -7.0% | +6.0% | +0.6% |
| 6M | +5.1% | -3.8% | +8.9% | +5.7% |
| YTD | -24.0% | -11.7% | -12.3% | -22.4% |
| 1Y | -30.3% | -10.1% | -20.2% | -29.2% |
| 3Y | +37.0% | -23.7% | +60.7% | +42.7% |
| 5Y | +53.4% | +2.9% | +50.5% | +41.3% |
| 10Y | +252.0% | -49.5% | +301.4% | +240.2% |
| All | +252.0% | -49.5% | +301.5% | +240.2% |
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