+199.2%
TSCO vs LDOS
+235.3%
-36.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | +0.4% | -1.3% | +1.8% | +0.8% |
| 30D | +9.8% | +10.1% | -0.3% | +6.8% |
| 3M | +4.8% | -4.7% | +9.5% | +5.9% |
| 6M | +23.3% | +5.6% | +17.7% | +20.6% |
| YTD | -25.1% | -25.1% | 0.0% | -19.9% |
| 1Y | -32.7% | -31.7% | -1.1% | -26.2% |
| 3Y | -2.0% | +33.7% | -35.7% | -14.1% |
| 5Y | -7.8% | +54.4% | -62.2% | -23.5% |
| All | +199.2% | +235.3% | -36.2% | +105.9% |
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 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