+49.4%
LDOS vs TXG
-64.9%
+114.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.8% |
| 7D | -3.5% | +1.8% | -5.3% | -3.6% |
| 30D | +9.5% | -17.7% | +27.2% | +10.4% |
| 3M | -6.3% | +2.3% | -8.6% | -7.2% |
| 6M | +2.8% | +182.5% | -179.7% | -5.9% |
| YTD | -26.6% | +262.4% | -289.0% | -34.4% |
| 1Y | -31.3% | +254.1% | -285.4% | -38.6% |
| 3Y | +30.9% | +66.6% | -35.6% | +18.1% |
| 5Y | +49.4% | -64.5% | +113.9% | +35.1% |
| All | +49.4% | -64.9% | +114.3% | +35.1% |
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