-31.2%
LDOS vs TCOM
-39.6%
+8.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.3% |
| 7D | -2.8% | +10.7% | -13.5% | -4.1% |
| 30D | +13.6% | +10.1% | +3.5% | +12.1% |
| 3M | +4.2% | -8.9% | +13.1% | +5.1% |
| 6M | -8.2% | -19.2% | +11.0% | -6.7% |
| YTD | -24.1% | -40.6% | +16.5% | -20.6% |
| 1Y | -31.2% | -39.0% | +7.8% | -28.3% |
| All | -31.2% | -39.6% | +8.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling