+250.5%
LDOS vs TXT
+112.2%
+138.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | -7.2% | -2.5% | -4.7% | -6.4% |
| 30D | +16.8% | +14.4% | +2.5% | +11.1% |
| 3M | -1.6% | -4.9% | +3.3% | -0.1% |
| 6M | -1.0% | -10.2% | +9.2% | +2.2% |
| YTD | -25.8% | -4.1% | -21.7% | -25.8% |
| 1Y | -31.1% | +4.0% | -35.0% | -33.1% |
| 3Y | +32.8% | +8.0% | +24.8% | +24.6% |
| 5Y | +49.4% | +8.4% | +41.0% | +36.8% |
| All | +250.5% | +112.2% | +138.4% | +125.8% |
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