+57.6%
LDOS vs TPG
+80.3%
-22.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.9% | +2.0% | -0.2% | +1.4% |
| 30D | +12.8% | +9.1% | +3.7% | +10.9% |
| 3M | -1.0% | +1.0% | -2.0% | -1.5% |
| 6M | +6.2% | +13.3% | -7.2% | +3.7% |
| YTD | -23.2% | -19.8% | -3.5% | -21.3% |
| 1Y | -29.5% | -6.2% | -23.2% | -29.3% |
| 3Y | +37.1% | +75.4% | -38.3% | +24.9% |
| All | +57.6% | +80.3% | -22.7% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling