+32.6%
LDOS vs TCOM
+26.8%
+5.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.4% |
| 7D | -1.3% | +2.2% | -3.5% | -1.5% |
| 30D | +10.1% | +12.5% | -2.4% | +9.2% |
| 3M | -4.7% | -5.6% | +0.9% | -4.4% |
| 6M | +5.6% | -16.5% | +22.0% | +6.5% |
| YTD | -25.1% | -39.4% | +14.3% | -23.2% |
| 1Y | -31.7% | -41.0% | +9.3% | -29.9% |
| All | +32.6% | +26.8% | +5.8% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling