+250.5%
LDOS vs TAP
-49.3%
+299.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.2% |
| 7D | -7.2% | +0.5% | -7.7% | -7.4% |
| 30D | +16.8% | +9.1% | +7.7% | +14.2% |
| 3M | -1.6% | -3.8% | +2.2% | -0.8% |
| 6M | -1.0% | -3.4% | +2.5% | -0.4% |
| YTD | -25.8% | -10.6% | -15.1% | -24.4% |
| 1Y | -31.1% | -4.4% | -26.7% | -31.1% |
| 3Y | +32.8% | -24.4% | +57.2% | +38.8% |
| 5Y | +49.4% | +2.1% | +47.3% | +38.2% |
| All | +250.5% | -49.3% | +299.8% | +231.1% |
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