+45.2%
LDOS vs TXT
+10.4%
+34.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.4% | -4.8% | -0.6% | -4.0% |
| 30D | +4.9% | -10.6% | +15.5% | +8.5% |
| 3M | +7.2% | -13.2% | +20.4% | +11.6% |
| 6M | -24.2% | -20.3% | -3.9% | -19.2% |
| YTD | -25.8% | -9.3% | -16.6% | -24.4% |
| 1Y | -24.7% | -2.7% | -22.0% | -25.1% |
| 3Y | +39.3% | +1.4% | +37.9% | +33.8% |
| All | +45.2% | +10.4% | +34.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling