+64.3%
LDOS vs TXG
+21.5%
+42.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.2% |
| 7D | -7.1% | +9.4% | -16.5% | -7.8% |
| 30D | -6.1% | +26.1% | -32.1% | -7.9% |
| 3M | +5.6% | +124.8% | -119.2% | -1.6% |
| 6M | -26.9% | +215.2% | -242.1% | -34.1% |
| YTD | -27.9% | +302.2% | -330.1% | -36.5% |
| 1Y | -26.8% | +370.9% | -397.7% | -36.7% |
| 3Y | +39.6% | +38.5% | +1.1% | +28.1% |
| 5Y | +39.4% | -64.4% | +103.7% | +39.2% |
| All | +64.3% | +21.5% | +42.8% | +25.1% |
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