+32.6%
LDOS vs TXG
+76.2%
-43.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -2.4% |
| 7D | -1.3% | -8.1% | +6.8% | -0.9% |
| 30D | +10.1% | -17.5% | +27.6% | +11.0% |
| 3M | -4.7% | +6.1% | -10.8% | -6.0% |
| 6M | +5.6% | +202.7% | -197.1% | -5.4% |
| YTD | -25.1% | +280.4% | -305.5% | -34.6% |
| 1Y | -31.7% | +274.0% | -305.7% | -40.4% |
| All | +32.6% | +76.2% | -43.6% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling