+275.4%
LDOS vs TXT
+94.9%
+180.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -5.4% | -4.8% | -0.6% | -3.7% |
| 30D | +4.9% | -10.6% | +15.5% | +9.1% |
| 3M | +7.2% | -13.2% | +20.4% | +12.4% |
| 6M | -24.2% | -20.3% | -3.9% | -18.3% |
| YTD | -25.8% | -9.3% | -16.6% | -24.1% |
| 1Y | -24.7% | -2.7% | -22.0% | -25.0% |
| 3Y | +39.3% | +1.4% | +37.9% | +34.0% |
| 5Y | +43.3% | +9.6% | +33.8% | +30.7% |
| All | +275.4% | +94.9% | +180.4% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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