+498.3%
LDOS vs TDY
+1,310.7%
-812.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.8% | -4.0% |
| 7D | -7.2% | -6.0% | -1.2% | -5.3% |
| 30D | +16.8% | +2.4% | +14.5% | +15.4% |
| 3M | -1.6% | -10.0% | +8.4% | +1.9% |
| 6M | -1.0% | -4.0% | +3.0% | -0.2% |
| YTD | -25.8% | +21.1% | -46.9% | -31.7% |
| 1Y | -31.1% | +22.1% | -53.2% | -36.9% |
| 3Y | +32.8% | +64.0% | -31.2% | +7.3% |
| 5Y | +49.4% | +38.6% | +10.8% | +26.9% |
| 10Y | +253.9% | +501.5% | -247.6% | +77.4% |
| All | +498.3% | +1,310.7% | -812.4% | +119.5% |
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