+511.9%
LDOS vs TAP
+109.6%
+402.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.1% |
| 7D | -2.8% | +9.9% | -12.7% | -5.3% |
| 30D | +13.6% | +18.1% | -4.5% | +8.4% |
| 3M | +4.2% | +3.2% | +1.0% | +3.1% |
| 6M | -8.2% | +8.4% | -16.6% | -10.6% |
| YTD | -24.1% | -4.4% | -19.7% | -23.9% |
| 1Y | -31.2% | +3.2% | -34.5% | -32.7% |
| 3Y | +35.0% | -18.6% | +53.6% | +38.8% |
| 5Y | +52.6% | +10.1% | +42.5% | +39.4% |
| 10Y | +261.9% | -45.2% | +307.1% | +283.5% |
| All | +511.9% | +109.6% | +402.2% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling