+222.8%
LDOS vs TCOM
+5.0%
+217.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -3.5% | -1.4% | -2.1% | -3.3% |
| 30D | +9.5% | +11.5% | -2.0% | +8.4% |
| 3M | -6.3% | -5.2% | -1.1% | -5.9% |
| 6M | +2.8% | -16.9% | +19.7% | +4.4% |
| YTD | -26.6% | -39.9% | +13.3% | -23.4% |
| 1Y | -31.3% | -42.1% | +10.8% | -28.0% |
| 3Y | +30.9% | +28.0% | +2.9% | +24.4% |
| 5Y | +49.4% | +40.4% | +9.0% | +36.6% |
| All | +222.8% | +5.0% | +217.9% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling