+49.9%
LDOS vs TPG
+78.3%
-28.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -1.6% | +5.0% | -6.6% | -2.5% |
| 30D | +8.2% | +15.7% | -7.4% | +5.4% |
| 3M | -8.2% | -10.6% | +2.4% | -6.7% |
| 6M | +5.8% | +15.9% | -10.1% | +3.0% |
| YTD | -27.0% | -20.6% | -6.3% | -25.0% |
| 1Y | -31.0% | -11.8% | -19.2% | -30.2% |
| 3Y | +29.3% | +71.6% | -42.3% | +18.2% |
| All | +49.9% | +78.3% | -28.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling