-29.5%
LDOS vs TPG
-7.5%
-22.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +1.9% | +2.0% | -0.2% | +1.1% |
| 30D | +12.8% | +9.1% | +3.7% | +9.3% |
| 3M | -1.0% | +1.0% | -2.0% | -2.0% |
| 6M | +6.2% | +13.3% | -7.2% | +1.7% |
| YTD | -23.2% | -19.8% | -3.5% | -18.6% |
| 1Y | -29.5% | -6.2% | -23.2% | -27.2% |
| All | -29.5% | -7.5% | -22.0% | -27.2% |
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