-28.1%
TGT vs LDOS
+48.3%
-76.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +2.6% | -1.6% | +4.3% | +3.0% |
| 30D | +4.7% | +8.2% | -3.6% | +2.9% |
| 3M | +4.6% | -8.2% | +12.7% | +6.3% |
| 6M | +34.9% | +5.8% | +29.0% | +32.7% |
| YTD | +70.9% | -27.0% | +97.9% | +80.8% |
| 1Y | +84.4% | -31.0% | +115.3% | +97.8% |
| 3Y | +69.1% | +29.3% | +39.8% | +43.9% |
| All | -28.1% | +48.3% | -76.4% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling