+498.1%
LDOS vs TDY
+1,292.6%
-794.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | -5.4% | -1.8% | -3.6% | -4.8% |
| 30D | +4.9% | -10.7% | +15.6% | +9.4% |
| 3M | +7.2% | -1.3% | +8.5% | +7.4% |
| 6M | -24.2% | -10.6% | -13.7% | -21.5% |
| YTD | -25.8% | +19.6% | -45.4% | -31.2% |
| 1Y | -24.7% | +11.6% | -36.3% | -28.4% |
| 3Y | +39.3% | +45.2% | -5.9% | +18.3% |
| 5Y | +43.3% | +36.1% | +7.3% | +23.0% |
| 10Y | +278.6% | +458.8% | -180.3% | +95.2% |
| All | +498.1% | +1,292.6% | -794.5% | +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