+369.4%
TGT vs LDOS
+494.7%
-125.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +0.8% | -5.4% | +6.2% | +2.3% |
| 30D | +12.2% | +4.9% | +7.3% | +10.6% |
| 3M | +33.8% | +7.2% | +26.6% | +30.6% |
| 6M | +39.3% | -24.2% | +63.5% | +49.3% |
| YTD | +72.9% | -25.8% | +98.7% | +85.1% |
| 1Y | +84.6% | -24.7% | +109.3% | +96.4% |
| 3Y | +46.2% | +39.3% | +6.9% | +26.6% |
| 5Y | -21.3% | +43.3% | -64.7% | -33.3% |
| 10Y | +213.5% | +278.6% | -65.0% | +92.1% |
| All | +369.4% | +494.7% | -125.3% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling