+5.6%
LDOS vs TCOM
-14.9%
+20.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -2.3% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | +10.1% | +12.5% | -2.4% | +8.0% |
| 3M | -4.7% | -5.6% | +0.9% | -4.4% |
| 6M | +5.6% | -16.5% | +22.0% | +2.5% |
| All | +5.6% | -14.9% | +20.5% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling