+512.4%
LDOS vs TCOM
+672.8%
-160.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.2% |
| 7D | -3.7% | +13.6% | -17.3% | -5.1% |
| 30D | +16.4% | +14.5% | +1.9% | +14.6% |
| 3M | +7.4% | -4.7% | +12.1% | +7.9% |
| 6M | -0.3% | -16.4% | +16.1% | +1.4% |
| YTD | -24.0% | -39.1% | +15.1% | -20.3% |
| 1Y | -29.6% | -37.8% | +8.3% | -26.3% |
| 3Y | +35.1% | +31.1% | +4.0% | +27.5% |
| 5Y | +52.9% | +45.7% | +7.2% | +36.9% |
| 10Y | +262.2% | +3.7% | +258.5% | +223.7% |
| All | +512.4% | +672.8% | -160.3% | +320.3% |
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