-31.7%
LDOS vs TXT
+4.6%
-36.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +10.1% | +13.4% | -3.3% | +7.0% |
| 3M | -4.7% | -2.5% | -2.1% | -4.6% |
| 6M | +5.6% | -6.2% | +11.8% | +5.9% |
| YTD | -25.1% | -1.3% | -23.7% | -28.7% |
| 1Y | -31.7% | +4.3% | -36.0% | -36.7% |
| All | -31.7% | +4.6% | -36.3% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling