+249.4%
LDOS vs TCOM
+3.0%
+246.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.9% | +6.5% | -4.7% | +1.2% |
| 30D | +12.8% | +13.3% | -0.5% | +11.4% |
| 3M | -1.0% | -6.5% | +5.4% | -0.5% |
| 6M | +6.2% | -16.3% | +22.5% | +7.8% |
| YTD | -23.2% | -38.7% | +15.5% | -20.0% |
| 1Y | -29.5% | -40.1% | +10.6% | -26.4% |
| 3Y | +37.1% | +30.6% | +6.4% | +30.0% |
| 5Y | +55.6% | +45.8% | +9.8% | +41.6% |
| 10Y | +249.4% | +8.1% | +241.3% | +206.4% |
| All | +249.4% | +3.0% | +246.4% | +206.4% |
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