+65.9%
TXN vs LDOS
+39.7%
+26.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -0.1% | -5.4% | +5.3% | +0.7% |
| 30D | -6.9% | +4.9% | -11.8% | -7.6% |
| 3M | -14.9% | +7.2% | -22.1% | -15.5% |
| 6M | +29.0% | -24.2% | +53.2% | +36.3% |
| YTD | +51.5% | -25.8% | +77.3% | +59.3% |
| 1Y | +41.6% | -24.7% | +66.3% | +48.0% |
| All | +65.9% | +39.7% | +26.2% | +46.0% |
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