-31.2%
LDOS vs TDY
+22.9%
-54.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +2.1% |
| 7D | -2.8% | -5.0% | +2.2% | -1.4% |
| 30D | +13.6% | +2.0% | +11.6% | +12.5% |
| 3M | +4.2% | -7.7% | +11.9% | +6.4% |
| 6M | -8.2% | -0.9% | -7.3% | -8.3% |
| YTD | -24.1% | +23.7% | -47.8% | -30.5% |
| 1Y | -31.2% | +23.6% | -54.9% | -37.1% |
| All | -31.2% | +22.9% | -54.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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