+75.1%
LDOS vs TXG
+16.5%
+58.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.3% |
| 7D | +1.9% | -3.7% | +5.5% | +2.0% |
| 30D | +12.8% | -22.0% | +34.8% | +14.3% |
| 3M | -1.0% | +7.4% | -8.4% | -2.5% |
| 6M | +6.2% | +191.2% | -185.0% | -4.1% |
| YTD | -23.2% | +285.7% | -308.9% | -32.6% |
| 1Y | -29.5% | +268.3% | -297.7% | -38.0% |
| 3Y | +37.1% | +77.3% | -40.2% | +22.6% |
| 5Y | +55.6% | -62.3% | +118.0% | +53.4% |
| All | +75.1% | +16.5% | +58.6% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling