+39.4%
LDOS vs TDY
+36.7%
+2.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -7.1% | -0.9% | -6.3% | -6.8% |
| 30D | -6.1% | -12.5% | +6.4% | -1.4% |
| 3M | +5.6% | -1.2% | +6.8% | +5.9% |
| 6M | -26.9% | -6.6% | -20.3% | -25.4% |
| YTD | -27.9% | +18.5% | -46.4% | -32.9% |
| 1Y | -26.8% | +10.8% | -37.6% | -30.1% |
| 3Y | +39.6% | +47.5% | -7.9% | +18.0% |
| 5Y | +39.4% | +35.8% | +3.6% | +16.8% |
| All | +39.4% | +36.7% | +2.7% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling