+84.6%
TGT vs LDOS
-24.0%
+108.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +0.8% | -5.4% | +6.2% | +1.3% |
| 30D | +12.2% | +4.9% | +7.3% | +11.8% |
| 3M | +33.8% | +7.2% | +26.6% | +32.9% |
| 6M | +39.3% | -24.2% | +63.5% | +41.1% |
| YTD | +72.9% | -25.8% | +98.7% | +73.4% |
| 1Y | +84.6% | -24.7% | +109.3% | +80.3% |
| All | +84.6% | -24.0% | +108.6% | +80.3% |
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