+88.6%
TGT vs LDOS
-27.6%
+116.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.5% |
| 7D | +9.5% | -2.8% | +12.3% | +9.9% |
| 30D | +6.6% | +13.6% | -7.0% | +5.0% |
| 3M | +11.0% | +4.2% | +6.7% | +10.5% |
| 6M | +29.9% | -8.2% | +38.1% | +29.4% |
| YTD | +71.4% | -24.1% | +95.5% | +70.0% |
| 1Y | +88.6% | -31.2% | +119.8% | +91.9% |
| All | +88.6% | -27.6% | +116.2% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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