+35.9%
LDOS vs TXT
+10.0%
+25.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -3.7% | -2.5% | -1.1% | -3.0% |
| 30D | +16.4% | +12.8% | +3.5% | +12.4% |
| 3M | +7.4% | -3.6% | +11.0% | +8.2% |
| 6M | -0.3% | -6.9% | +6.6% | +1.0% |
| YTD | -24.0% | -2.2% | -21.9% | -24.7% |
| 1Y | -29.6% | +6.3% | -35.8% | -31.9% |
| All | +35.9% | +10.0% | +25.9% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling