+498.3%
LDOS vs TCOM
+682.6%
-184.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | -7.2% | +12.1% | -19.3% | -8.4% |
| 30D | +16.8% | +16.5% | +0.4% | +14.9% |
| 3M | -1.6% | -4.0% | +2.5% | -1.2% |
| 6M | -1.0% | -18.5% | +17.5% | +1.0% |
| YTD | -25.8% | -38.3% | +12.5% | -22.2% |
| 1Y | -31.1% | -36.6% | +5.5% | -28.0% |
| 3Y | +32.8% | +31.1% | +1.7% | +25.3% |
| 5Y | +49.4% | +47.6% | +1.8% | +33.6% |
| 10Y | +253.9% | +5.1% | +248.8% | +215.8% |
| All | +498.3% | +682.6% | -184.3% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling