+29.0%
TXN vs LDOS
-25.9%
+54.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.9% |
| 7D | -0.1% | -5.4% | +5.3% | -0.7% |
| 30D | -6.9% | +4.9% | -11.8% | -6.3% |
| 3M | -14.9% | +7.2% | -22.1% | -12.1% |
| 6M | +29.0% | -24.2% | +53.2% | +23.7% |
| All | +29.0% | -25.9% | +54.9% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling