+222.8%
LDOS vs TDY
+437.5%
-214.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.8% |
| 7D | -3.5% | +9.4% | -12.9% | -7.4% |
| 30D | +9.5% | +5.9% | +3.6% | +6.2% |
| 3M | -6.3% | -5.7% | -0.6% | -4.3% |
| 6M | +2.8% | +2.4% | +0.4% | +0.8% |
| YTD | -26.6% | +26.8% | -53.4% | -35.2% |
| 1Y | -31.3% | +24.7% | -56.0% | -38.9% |
| 3Y | +30.9% | +69.2% | -38.2% | -1.2% |
| 5Y | +49.4% | +45.7% | +3.7% | +18.7% |
| All | +222.8% | +437.5% | -214.7% | +28.2% |
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