+52.3%
LDOS vs TPG
+92.2%
-40.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -5.4% | -2.4% | -3.0% | -5.0% |
| 30D | +4.9% | +11.1% | -6.2% | +3.0% |
| 3M | +7.2% | +26.3% | -19.1% | +3.1% |
| 6M | -24.2% | +18.3% | -42.6% | -26.6% |
| YTD | -25.8% | -14.4% | -11.4% | -24.6% |
| 1Y | -24.7% | -6.7% | -18.0% | -24.6% |
| 3Y | +39.3% | +111.5% | -72.2% | +23.8% |
| All | +52.3% | +92.2% | -40.0% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling