+99.7%
TXN vs LDOS
-27.6%
+127.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.2% |
| 7D | +1.0% | -2.8% | +3.8% | +0.7% |
| 30D | +6.1% | +13.6% | -7.4% | +7.7% |
| 3M | +10.4% | +4.2% | +6.1% | +11.1% |
| 6M | +12.6% | -8.2% | +20.8% | +12.9% |
| YTD | +83.5% | -24.1% | +107.5% | +80.2% |
| 1Y | +99.7% | -31.2% | +130.9% | +97.3% |
| All | +99.7% | -27.6% | +127.4% | +97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling