+45.2%
LDOS vs TXG
-66.1%
+111.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -5.4% | +1.8% | -7.2% | -5.5% |
| 30D | +4.9% | +32.0% | -27.1% | +2.8% |
| 3M | +7.2% | +87.0% | -79.8% | +2.2% |
| 6M | -24.2% | +180.1% | -204.3% | -30.2% |
| YTD | -25.8% | +284.1% | -309.9% | -33.3% |
| 1Y | -24.7% | +361.7% | -386.4% | -33.6% |
| 3Y | +39.3% | +15.9% | +23.4% | +29.0% |
| All | +45.2% | -66.1% | +111.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling