+73.2%
LDOS vs TXG
+20.5%
+52.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.7% | -7.4% | +1.6% |
| 7D | -5.8% | +5.5% | -11.4% | -6.3% |
| 30D | +11.6% | -19.3% | +30.9% | +12.8% |
| 3M | -1.0% | +25.0% | -26.0% | -3.6% |
| 6M | +5.1% | +201.2% | -196.1% | -5.4% |
| YTD | -24.0% | +298.8% | -322.9% | -33.5% |
| 1Y | -30.3% | +326.6% | -356.8% | -39.5% |
| 3Y | +37.0% | +78.3% | -41.4% | +22.5% |
| 5Y | +53.4% | -61.3% | +114.7% | +51.0% |
| All | +73.2% | +20.5% | +52.7% | +30.9% |
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