+221.4%
LDOS vs TCOM
+5.9%
+215.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +8.2% | +12.1% | -3.8% | +7.0% |
| 3M | -8.2% | -3.2% | -5.0% | -8.0% |
| 6M | +5.8% | -16.6% | +22.5% | +7.4% |
| YTD | -27.0% | -39.4% | +12.4% | -23.8% |
| 1Y | -31.0% | -41.5% | +10.5% | -27.8% |
| 3Y | +29.3% | +24.4% | +4.9% | +23.2% |
| 5Y | +48.7% | +41.6% | +7.1% | +35.9% |
| All | +221.4% | +5.9% | +215.6% | +179.8% |
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