+262.1%
LDOS vs TDY
+455.3%
-193.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.1% |
| 7D | -4.2% | -1.8% | -2.4% | -3.4% |
| 30D | -7.9% | -13.8% | +5.9% | -1.5% |
| 3M | +4.1% | -3.9% | +8.0% | +5.7% |
| 6M | -28.2% | -9.0% | -19.2% | -25.6% |
| YTD | -28.5% | +16.5% | -45.1% | -34.2% |
| 1Y | -27.7% | +9.3% | -36.9% | -31.5% |
| 3Y | +38.4% | +45.1% | -6.7% | +12.5% |
| 5Y | +38.0% | +35.0% | +3.0% | +13.7% |
| 10Y | +262.1% | +469.0% | -206.9% | +33.9% |
| All | +262.1% | +455.3% | -193.3% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling