+498.1%
LDOS vs TAP
+96.8%
+401.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 6M | -24.2% | -11.5% | -12.8% | -22.1% |
| YTD | -25.8% | -10.3% | -15.5% | -24.3% |
| 1Y | -24.7% | -14.4% | -10.3% | -22.4% |
| 3Y | +39.3% | -28.3% | +67.6% | +48.5% |
| 5Y | +43.3% | +1.7% | +41.6% | +33.9% |
| 10Y | +278.6% | -49.2% | +327.8% | +310.1% |
| All | +498.1% | +96.8% | +401.3% | +382.8% |
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