+270.0%
LDOS vs TCOM
-9.6%
+279.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.4% | -9.5% | +4.1% | -4.5% |
| 30D | +4.9% | -10.7% | +15.6% | +6.0% |
| 3M | +7.2% | -14.6% | +21.8% | +8.7% |
| 6M | -24.2% | -19.3% | -4.9% | -22.8% |
| YTD | -25.8% | -42.9% | +17.1% | -22.1% |
| 1Y | -24.7% | -43.8% | +19.1% | -20.9% |
| 3Y | +39.3% | +2.1% | +37.2% | +35.4% |
| 5Y | +43.3% | +31.2% | +12.1% | +31.8% |
| All | +270.0% | -9.6% | +279.6% | +229.1% |
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