+221.4%
LDOS vs TXT
+89.4%
+132.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | -1.6% | +0.1% | -1.8% | -1.6% |
| 30D | +8.2% | +13.3% | -5.1% | +3.3% |
| 3M | -8.2% | -5.0% | -3.2% | -6.8% |
| 6M | +5.8% | -8.4% | +14.3% | +8.5% |
| YTD | -27.0% | -4.0% | -23.0% | -27.0% |
| 1Y | -31.0% | +2.8% | -33.8% | -32.7% |
| 3Y | +29.3% | +10.3% | +19.0% | +20.4% |
| 5Y | +48.7% | +9.2% | +39.6% | +36.0% |
| All | +221.4% | +89.4% | +132.0% | +122.0% |
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