+1,663.1%
TSCO vs LDOS
+494.7%
+1,168.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.8% | -5.4% | +6.2% | +2.5% |
| 30D | +5.5% | +4.9% | +0.6% | +3.8% |
| 3M | +20.0% | +7.2% | +12.8% | +16.8% |
| 6M | -29.8% | -24.2% | -5.5% | -24.1% |
| YTD | -28.7% | -25.8% | -2.9% | -22.9% |
| 1Y | -40.9% | -24.7% | -16.2% | -36.6% |
| 3Y | -15.9% | +39.3% | -55.2% | -27.4% |
| 5Y | -3.5% | +43.3% | -46.8% | -18.6% |
| 10Y | +142.2% | +278.6% | -136.4% | +42.2% |
| All | +1,663.1% | +494.7% | +1,168.3% | +762.8% |
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