+512.2%
LDOS vs TDY
+1,367.1%
-854.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +0.8% |
| 7D | -5.8% | -2.5% | -3.3% | -5.2% |
| 30D | +11.6% | +4.8% | +6.7% | +9.2% |
| 3M | -1.0% | -6.9% | +5.9% | +1.3% |
| 6M | +5.1% | +3.5% | +1.5% | +2.9% |
| YTD | -24.0% | +26.0% | -50.0% | -31.2% |
| 1Y | -30.3% | +25.4% | -55.6% | -36.7% |
| 3Y | +37.0% | +70.9% | -33.9% | +9.0% |
| 5Y | +53.4% | +46.6% | +6.8% | +27.6% |
| 10Y | +252.0% | +468.9% | -216.9% | +79.3% |
| All | +512.2% | +1,367.1% | -854.9% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling