+236.4%
LDOS vs TXT
+98.8%
+137.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | +10.1% | +13.4% | -3.3% | +5.0% |
| 3M | -4.7% | -2.5% | -2.1% | -4.1% |
| 6M | +5.6% | -6.2% | +11.8% | +7.3% |
| YTD | -25.1% | -1.3% | -23.7% | -25.8% |
| 1Y | -31.7% | +4.3% | -36.0% | -33.7% |
| 3Y | +33.7% | +13.2% | +20.5% | +23.4% |
| 5Y | +54.4% | +12.4% | +42.0% | +39.7% |
| 10Y | +236.4% | +94.8% | +141.6% | +129.2% |
| All | +236.4% | +98.8% | +137.6% | +129.2% |
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