+216.7%
TGT vs LDOS
+248.5%
-31.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | +2.6% | -7.2% | +9.8% | +4.6% |
| 30D | +5.0% | +16.8% | -11.9% | +0.7% |
| 3M | +8.5% | -1.6% | +10.1% | +8.8% |
| 6M | +23.8% | -1.0% | +24.7% | +23.4% |
| YTD | +66.5% | -25.8% | +92.3% | +77.5% |
| 1Y | +84.9% | -31.1% | +116.0% | +101.1% |
| 3Y | +59.2% | +32.8% | +26.4% | +38.4% |
| 5Y | -27.2% | +49.4% | -76.6% | -39.7% |
| All | +216.7% | +248.5% | -31.8% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling