-30.2%
LDOS vs TCOM
-39.5%
+9.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.4% |
| 7D | -5.8% | +7.4% | -13.3% | -6.7% |
| 30D | +11.6% | +13.2% | -1.6% | +9.7% |
| 3M | -1.0% | -4.6% | +3.6% | -0.8% |
| 6M | +5.1% | -16.4% | +21.5% | +6.3% |
| YTD | -24.0% | -38.8% | +14.7% | -20.9% |
| All | -30.2% | -39.5% | +9.3% | -27.2% |
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