-31.2%
LDOS vs TXG
+406.9%
-438.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.6% |
| 7D | -2.8% | -19.3% | +16.4% | -2.2% |
| 30D | +13.6% | -30.9% | +44.5% | +14.9% |
| 3M | +4.2% | +41.1% | -36.9% | +2.0% |
| 6M | -8.2% | +211.9% | -220.1% | -16.5% |
| YTD | -24.1% | +314.0% | -338.1% | -33.4% |
| 1Y | -31.2% | +405.4% | -436.6% | -40.0% |
| All | -31.2% | +406.9% | -438.1% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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