+43.8%
LDOS vs TDY
+48.3%
-4.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -5.4% | -1.8% | -3.6% | -4.9% |
| 30D | +4.9% | -10.7% | +15.6% | +8.6% |
| 3M | +7.2% | -1.3% | +8.5% | +7.5% |
| 6M | -24.2% | -10.6% | -13.7% | -21.7% |
| YTD | -25.8% | +19.6% | -45.4% | -30.2% |
| 1Y | -24.7% | +11.6% | -36.3% | -27.6% |
| All | +43.8% | +48.3% | -4.5% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling