-27.7%
LDOS vs TPG
-12.8%
-14.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | +0.3% |
| 7D | -4.2% | -6.5% | +2.3% | -2.3% |
| 30D | -7.9% | +0.1% | -8.0% | -8.0% |
| 3M | +4.1% | +14.5% | -10.4% | +0.3% |
| 6M | -28.2% | +17.3% | -45.5% | -31.3% |
| YTD | -28.5% | -20.5% | -8.0% | -24.6% |
| 1Y | -27.7% | -13.2% | -14.4% | -24.3% |
| All | -27.7% | -12.8% | -14.9% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling