-31.1%
LDOS vs TXG
+350.5%
-381.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.3% |
| 7D | -7.2% | -15.4% | +8.2% | -6.9% |
| 30D | +16.8% | -22.1% | +38.9% | +17.4% |
| 3M | -1.6% | +30.0% | -31.6% | -3.7% |
| 6M | -1.0% | +160.7% | -161.7% | -9.3% |
| YTD | -25.8% | +263.5% | -289.2% | -34.8% |
| 1Y | -31.1% | +356.0% | -387.1% | -40.1% |
| All | -31.1% | +350.5% | -381.5% | -40.1% |
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 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