+39.6%
LDOS vs TPG
+98.7%
-59.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.2% |
| 7D | -7.1% | -2.9% | -4.3% | -6.6% |
| 30D | -6.1% | +5.0% | -11.1% | -7.1% |
| 3M | +5.6% | +24.9% | -19.3% | +1.1% |
| 6M | -26.9% | +21.1% | -48.0% | -29.8% |
| YTD | -27.9% | -17.3% | -10.7% | -26.2% |
| 1Y | -26.8% | -9.8% | -17.0% | -26.1% |
| 3Y | +39.6% | +95.4% | -55.8% | +23.7% |
| All | +39.6% | +98.7% | -59.1% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling