+199.5%
TSCO vs LDOS
+260.1%
-60.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.7% |
| 7D | +1.7% | -7.1% | +8.8% | +3.8% |
| 30D | +2.8% | -6.1% | +8.9% | +4.5% |
| 3M | +17.9% | +5.6% | +12.3% | +15.5% |
| 6M | -28.6% | -26.9% | -1.7% | -22.5% |
| YTD | -28.0% | -27.9% | -0.1% | -22.1% |
| 1Y | -39.9% | -26.8% | -13.1% | -35.4% |
| 3Y | -14.0% | +39.6% | -53.6% | -25.6% |
| 5Y | -2.9% | +39.4% | -42.3% | -17.0% |
| 10Y | +199.5% | +260.0% | -60.5% | +98.7% |
| All | +199.5% | +260.1% | -60.6% | +98.7% |
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