-1.5%
TSCO vs LDOS
+30.5%
-32.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | +11.3% | +8.2% | +3.1% | +9.4% |
| 3M | +1.5% | -8.2% | +9.6% | +3.2% |
| 6M | +24.0% | +5.8% | +18.1% | +21.8% |
| YTD | -25.7% | -27.0% | +1.3% | -21.7% |
| 1Y | -33.6% | -31.0% | -2.6% | -29.0% |
| 3Y | -1.5% | +29.3% | -30.8% | -21.4% |
| All | -1.5% | +30.5% | -32.0% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling