+1,731.6%
TSCO vs LDOS
+495.0%
+1,236.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | +7.1% | -7.2% | +14.3% | +9.5% |
| 30D | +11.8% | +16.8% | -5.1% | +6.5% |
| 3M | +7.4% | -1.6% | +9.0% | +7.5% |
| 6M | +13.4% | -1.0% | +14.4% | +12.9% |
| YTD | -25.9% | -25.8% | -0.1% | -20.1% |
| 1Y | -29.9% | -31.1% | +1.2% | -22.7% |
| 3Y | -3.4% | +32.8% | -36.1% | -15.3% |
| 5Y | -9.4% | +49.4% | -58.8% | -24.6% |
| 10Y | +227.1% | +253.9% | -26.8% | +96.3% |
| All | +1,731.6% | +495.0% | +1,236.6% | +794.2% |
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